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中国科学院数学与系统科学研究院机构知识库
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Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments
期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
Authors:
Geng, Yidan
;
Song, Minghui
;
Lu, Yulan
;
Liu, Mingzhu
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Submit date：2021/01/14
Stochastic differential equations with piecewise continuous argument
local Lipschitz condition
Khasminskii-type condition
truncated Euler-Maruyama method
convergence and stability
