Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593): Difference between revisions
From MaRDI portal
Latest revision as of 04:28, 21 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence rate of the truncated Milstein method of stochastic differential delay equations |
scientific article |
Statements
Convergence rate of the truncated Milstein method of stochastic differential delay equations (English)
0 references
29 November 2019
0 references
stochastic differential delay equation
0 references
truncated Milstein method
0 references
local Lipschitz condition
0 references
Khasminskii-type condition
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references