Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126)

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Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments
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    Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (English)
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    24 November 2021
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    stochastic differential equations
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    piecewise continuous arguments
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    super-linear growth
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    stochastic theta method
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    convergence analysis
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    exponential mean square stability
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