Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments

This paper constructs a new explicit method for stochastic differential equations with piecewise continuous arguments (SDEPCAs), where the drift coefficients grow superlinearly and the diffusion coefficients have at most linear growth. We show that this method converges strongly with the convergence rate 1/2 to the exact solutions of SDEPCAs over the finite time interval and demonstrate it can inherit the mean square exponential stability of the underlying SDEPCAs. Several numerical experiments are carried out to support our findings.