Affiliation:
1. School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, China
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 is studied and the strong
convergence is shown to be 1. Moreover, the theoretical results are
illustrated by a numerical example.
Publisher
National Library of Serbia
Cited by
1 articles.
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