Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2174958)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients |
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Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (English)
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27 April 2020
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stochastic Volterra integro-differential equations
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non-globally Lipschitz condition
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Khasminskii-type condition
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balanced Euler method
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strong convergence
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