Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments

Yuhang Zhang, Minghui Song, Mingzhu Liu, Bowen Zhao. Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments. Comput. Appl. Math., 41(8), December 2022. [doi]

Abstract

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