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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scientific article; zbMATH DE number 7193922
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| English | Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7193922 |
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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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0.8782715797424316
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0.8508399724960327
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0.8441582322120667
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0.8256340622901917
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