Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2010247)

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scientific article; zbMATH DE number 7137372
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    Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
    scientific article; zbMATH DE number 7137372

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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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