@Article{JCM-40-3,
author = {Siyuan, Qi and Lan, Guangqiang},
title = {Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay},
journal = {Journal of Computational Mathematics},
year = {2022},
volume = {40},
number = {3},
pages = {437--452},
abstract = {<p style="text-align: justify;">We consider a nonlinear stochastic Volterra integral equation with time-dependent delay and the corresponding Euler-Maruyama method in this paper. Strong convergence rate (at fixed point) of the corresponding Euler-Maruyama method is obtained when coefficients $f$ and $g$ both satisfy local Lipschitz and linear growth conditions. An example is provided to interpret our conclusions. Our result generalizes and improves the conclusion in [J. Gao, H. Liang, S. Ma, Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay, Appl. Math. Comput., 348 (2019) 385-398.]</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2010-m2020-0129},
url = {https://global-sci.com/article/84185/strong-convergence-of-the-euler-maruyama-method-for-nonlinear-stochastic-volterra-integral-equations-with-time-dependent-delay}
}