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Research Article

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

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Pages 383-404 | Received 26 Dec 2021, Accepted 24 Aug 2022, Published online: 16 Sep 2022
 

Abstract

In this paper, we develop the partially truncated Euler–Maruyama method of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients. The mean-square exponential stability and the mean-square stability of the analytic solution and the partially truncated Euler–Maruyama method are investigated. Moreover, the theoretical results are illustrated by some numerical examples.

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Acknowledgments

The research was supported by the Natural Science Foundation of Heilongjiang Province.

Disclosure statement

No potential conflict of interest was reported by the author(s).

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