Tamed EM scheme of neutral stochastic differential delay equations (Q2012612): Difference between revisions

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+.06747
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
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+A note on tamed Euler approximations
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+A Delayed Black and Scholes Formula
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+Large deviations for neutral functional SDEs with jumps
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+Smooth densities for degenerate stochastic delay equations with hereditary drift
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+Successive approximation of neutral functional stochastic differential equations with jumps
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+Some Solvable Stochastic Control Problems With Delay
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+Invariant measures for stochastic functional differential equations with superlinear drift term
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+Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
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+Numerical Solutions of Stochastic Differential Delay Equations with Jumps
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+Almost sure exponential stability of neutral stochastic differential difference equations
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+Stochastic differential delay equations of population dynamics
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+Arithmetic Asian Options under Stochastic Delay Models
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+Q4866235
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+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
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+Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
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+Q3959169
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+Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
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+On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions
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