THE CONVERGENCE OF TRUNCATED EULER-MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PIECEWISE CONTINUOUS ARGUMENTS UNDER GENERALIZED ONE-SIDED LIPSCHITZ CONDITION

Yidan Geng, Minghui Song, Mingzhu Liu

Journal of Computational Mathematics ›› 2023, Vol. 41 ›› Issue (4) : 663-682.

中国科学院数学与系统科学研究院期刊网
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Journal of Computational Mathematics ›› 2023, Vol. 41 ›› Issue (4) : 663-682. DOI: 10.4208/jcm.2109-m2021-0116

THE CONVERGENCE OF TRUNCATED EULER-MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PIECEWISE CONTINUOUS ARGUMENTS UNDER GENERALIZED ONE-SIDED LIPSCHITZ CONDITION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2023, 41(4): 663-682 https://doi.org/10.4208/jcm.2109-m2021-0116

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