The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition

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Bibliographic Details
Published inJournal of computational mathematics Vol. 41; no. 4; pp. 663 - 682
Main Authors Yidan Geng, Yidan Geng, Minghui Song, Minghui Song, Mingzhu Liu, Mingzhu Liu
Format Journal Article
LanguageEnglish
Published 01.01.2023
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ISSN:0254-9409
1991-7139
DOI:10.4208/jcm.2109-m2021-0116