{"id":"https://openalex.org/W4294308063","doi":"https://doi.org/10.1080/00207160.2022.2119081","title":"Stability of the analytic solution and the partially truncated Euler\u2013Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients","display_name":"Stability of the analytic solution and the partially truncated Euler\u2013Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients","publication_year":2022,"publication_date":"2022-09-01","ids":{"openalex":"https://openalex.org/W4294308063","doi":"https://doi.org/10.1080/00207160.2022.2119081"},"language":"en","primary_location":{"id":"doi:10.1080/00207160.2022.2119081","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207160.2022.2119081","pdf_url":null,"source":{"id":"https://openalex.org/S124867444","display_name":"International Journal of Computer Mathematics","issn_l":"0020-7160","issn":["0020-7160","1026-7425","1029-0265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Computer Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101667268","display_name":"Lin Zhao","orcid":"https://orcid.org/0000-0003-1153-8554"},"institutions":[{"id":"https://openalex.org/I55022517","display_name":"Heilongjiang University","ror":"https://ror.org/04zyhq975","country_code":"CN","type":"education","lineage":["https://openalex.org/I55022517"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lin Zhao","raw_affiliation_strings":["School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of China","institution_ids":["https://openalex.org/I55022517"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050057726","display_name":"Meiyu Cheng","orcid":null},"institutions":[{"id":"https://openalex.org/I55022517","display_name":"Heilongjiang University","ror":"https://ror.org/04zyhq975","country_code":"CN","type":"education","lineage":["https://openalex.org/I55022517"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Meiyu Cheng","raw_affiliation_strings":["School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of China","institution_ids":["https://openalex.org/I55022517"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100642364","display_name":"Wei Zhang","orcid":"https://orcid.org/0000-0001-7758-9675"},"institutions":[{"id":"https://openalex.org/I55022517","display_name":"Heilongjiang University","ror":"https://ror.org/04zyhq975","country_code":"CN","type":"education","lineage":["https://openalex.org/I55022517"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Wei Zhang","raw_affiliation_strings":["School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of China","institution_ids":["https://openalex.org/I55022517"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100448362","display_name":"Rui Li","orcid":"https://orcid.org/0000-0001-7698-6927"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Rui Li","raw_affiliation_strings":["Department of Public Education, Qingdao Harbour Vocational and Technical College, Qingdao, Shandong, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Public Education, Qingdao Harbour Vocational and Technical College, Qingdao, Shandong, People's Republic of China","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5100642364"],"corresponding_institution_ids":["https://openalex.org/I55022517"],"apc_list":null,"apc_paid":null,"fwci":0.2055,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.54639929,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"100","issue":"2","first_page":"383","last_page":"404"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11110","display_name":"Stability and Controllability of Differential Equations","score":0.9889000058174133,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.899880051612854},{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.8176010847091675},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.5993999242782593},{"id":"https://openalex.org/keywords/euler-method","display_name":"Euler method","score":0.5222314596176147},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.4991765022277832},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.48648756742477417},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4814681112766266},{"id":"https://openalex.org/keywords/volterra-integral-equation","display_name":"Volterra integral equation","score":0.48018208146095276},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.4499184489250183},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.44444042444229126},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.4376312792301178},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.43406370282173157},{"id":"https://openalex.org/keywords/integral-equation","display_name":"Integral equation","score":0.1402256190776825}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.899880051612854},{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.8176010847091675},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.5993999242782593},{"id":"https://openalex.org/C75380026","wikidata":"https://www.wikidata.org/wiki/Q868454","display_name":"Euler method","level":3,"score":0.5222314596176147},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.4991765022277832},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.48648756742477417},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4814681112766266},{"id":"https://openalex.org/C21965488","wikidata":"https://www.wikidata.org/wiki/Q2632613","display_name":"Volterra integral equation","level":3,"score":0.48018208146095276},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.4499184489250183},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.44444042444229126},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.4376312792301178},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.43406370282173157},{"id":"https://openalex.org/C27016315","wikidata":"https://www.wikidata.org/wiki/Q580101","display_name":"Integral equation","level":2,"score":0.1402256190776825},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/00207160.2022.2119081","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207160.2022.2119081","pdf_url":null,"source":{"id":"https://openalex.org/S124867444","display_name":"International Journal of Computer Mathematics","issn_l":"0020-7160","issn":["0020-7160","1026-7425","1029-0265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Computer Mathematics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W652921267","https://openalex.org/W1621950790","https://openalex.org/W1946723472","https://openalex.org/W1978275259","https://openalex.org/W1981041832","https://openalex.org/W2009039704","https://openalex.org/W2041099100","https://openalex.org/W2059350929","https://openalex.org/W2074412622","https://openalex.org/W2081920266","https://openalex.org/W2191624112","https://openalex.org/W2319584732","https://openalex.org/W2330692622","https://openalex.org/W2531192662","https://openalex.org/W2560277216","https://openalex.org/W2583017999","https://openalex.org/W2772424812","https://openalex.org/W2951662467","https://openalex.org/W2965242749","https://openalex.org/W2971094693","https://openalex.org/W3011551057","https://openalex.org/W3100051090","https://openalex.org/W3101256565","https://openalex.org/W3124749042","https://openalex.org/W3150939583","https://openalex.org/W3199219714","https://openalex.org/W4231021340"],"related_works":["https://openalex.org/W2189596786","https://openalex.org/W2570224107","https://openalex.org/W4382053489","https://openalex.org/W2089955609","https://openalex.org/W2039299714","https://openalex.org/W2466040413","https://openalex.org/W4383710307","https://openalex.org/W2380341728","https://openalex.org/W3111435437","https://openalex.org/W4307700932"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"develop":[4],"the":[5,28,32,36,44],"partially":[6,37],"truncated":[7,38],"Euler\u2013Maruyama":[8,39],"method":[9,40],"of":[10,13,31],"a":[11],"class":[12],"stochastic":[14],"Volterra":[15],"integro-differential":[16],"equations":[17],"with":[18],"non-globally":[19],"Lipschitz":[20],"continuous":[21],"coefficients.":[22],"The":[23],"mean-square":[24,29],"exponential":[25],"stability":[26,30],"and":[27,35],"analytic":[33],"solution":[34],"are":[41,47],"investigated.":[42],"Moreover,":[43],"theoretical":[45],"results":[46],"illustrated":[48],"by":[49],"some":[50],"numerical":[51],"examples.":[52]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}