Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments

Yuhang Zhang, Minghui Song, Mingzhu Liu. Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments. J. Computational Applied Mathematics, 403:113849, 2022. [doi]

Authors

Yuhang Zhang

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Minghui Song

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Mingzhu Liu

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