Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients.

Autor: Zhao, Lin1 (AUTHOR), Cheng, Meiyu1 (AUTHOR), Zhang, Wei1 (AUTHOR) weizhanghlj@163.com, Li, Rui2 (AUTHOR)
Zdroj: International Journal of Computer Mathematics. Feb2023, Vol. 100 Issue 2, p383-404. 22p.
Databáze: Academic Search Ultimate
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