Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
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DOI: 10.1016/j.apnum.2020.03.010
Abstract: Abstract In this paper, we propose the balanced Euler method of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients. The moment boundedness and strong convergence are shown. Moreover, the theoretical results… read more here.
Keywords: stochastic volterra; balanced euler; method class; class stochastic ... See more keywords