Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593): Difference between revisions

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Latest revision as of 04:28, 21 July 2024

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Convergence rate of the truncated Milstein method of stochastic differential delay equations
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    Convergence rate of the truncated Milstein method of stochastic differential delay equations (English)
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    29 November 2019
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    stochastic differential delay equation
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    truncated Milstein method
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    local Lipschitz condition
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    Khasminskii-type condition
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    strong convergence
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