Stability of the analytic solution and the partially truncated Euler-Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients

Lin Zhao, Meiyu Cheng, Wei Zhang, Rui Li. Stability of the analytic solution and the partially truncated Euler-Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients. Int. J. Comput. Math., 100(2):383-404, February 2023. [doi]

Abstract

Abstract is missing.