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Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

Yidan Geng, Minghui Song, Yulan Lu, Mingzhu Liu

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Source: Crossref

Published: Jun 1, 2021

DOI: 10.4208/nmtma.oa-2019-0108

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Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments — Mathematical Frontier Network