Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2010247): Difference between revisions
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Revision as of 22:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients |
scientific article |
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Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (English)
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27 November 2019
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stochastic Volterra integro-differential equations
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Lipschitz condition
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Khasminskii-type condition
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truncated Euler-Maruyama method
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strong convergence
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