Strong super convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
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.
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