Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments (Q6193381)
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scientific article; zbMATH DE number 7804204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7804204 |
Statements
Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments (English)
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13 February 2024
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modified partially truncated EM method
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stochastic differential equations with piecewise continuous arguments
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strong convergence
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convergence rate
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mean square exponential stability
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