Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
2017 ◽
Vol 317
◽
pp. 55-71
◽
2018 ◽
Vol 340
◽
pp. 296-317
◽
2019 ◽
Vol 24
(2)
◽
pp. 695-717
2021 ◽
Vol 14
(1)
◽
pp. 194-218
2017 ◽
Vol 39
(5)
◽
pp. 517-536
◽