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]
@article{ZhaoCZL23-1,
title = {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},
author = {Lin Zhao and Meiyu Cheng and Wei Zhang and Rui Li},
year = {2023},
month = {February},
doi = {10.1080/00207160.2022.2119081},
url = {https://doi.org/10.1080/00207160.2022.2119081},
researchr = {https://researchr.org/publication/ZhaoCZL23-1},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {100},
number = {2},
pages = {383-404},
}