Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (Q5028587): Difference between revisions

Latest revision as of 23:16, 27 July 2024

scientific article; zbMATH DE number 7471992

Language	Label	Description	Also known as
English	Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations	scientific article; zbMATH DE number 7471992

Statements

instance of

scholarly article

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title

Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (English)

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published in

International Journal of Computer Mathematics

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publication date

10 February 2022

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zbMATH Keywords

stochastic functional differential equation

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truncated Euler-Maruyama 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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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207160.2017.1395871

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cites work

Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Q4866235

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Q4229393

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Random differential inequalities

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Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations

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Exponential stability in mean square of neutral stochastic differential functional equations

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Numerical Solutions of Stochastic Functional Differential Equations

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Q5429735

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Approximate solutions for a class of stochastic evolution equations with variable delays

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The truncated Euler-Maruyama method for stochastic differential equations

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Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

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Stochastic Differential Equations with Markovian Switching

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Stochastic differential delay equations of population dynamics

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Khasminskii-type theorems for stochastic functional differential equations

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Identifiers

zbMATH Open document ID

1499.65299

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DOI

10.1080/00207160.2017.1395871

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5028587

@@ Property / cites work @@
+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4866235
@@ Property / cites work: Q4866235 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4229393
@@ Property / cites work: Q4229393 / rank @@
+Normal rank
@@ Property / cites work @@
+Random differential inequalities
@@ Property / cites work: Random differential inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Exponential stability in mean square of neutral stochastic differential functional equations
+Normal rank
@@ Property / cites work @@
+Numerical Solutions of Stochastic Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate solutions for a class of stochastic evolution equations with variable delays
+Normal rank
@@ Property / cites work @@
+The truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Stochastic differential delay equations of population dynamics
+Normal rank
@@ Property / cites work @@
+Khasminskii-type theorems for stochastic functional differential equations
+Normal rank