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, (4): 663 -682 . DOI: 10.4208/jcm.2109-m2021-0116