Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments

DOI10.1080/00207160.2023.2274278OpenAlexW4387876229MaRDI QIDQ6193381

Ming-Zhu Liu, Hongling Shi, Minghui Song

Publication date: 13 February 2024

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2023.2274278

zbMATH Keywords

strong convergenceconvergence ratemean square exponential stabilitystochastic differential equations with piecewise continuous argumentsmodified partially truncated EM method

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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