Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:21, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 |
scientific article |
Statements
Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (English)
0 references
30 August 2013
0 references
stochastic differential delay equation
0 references
highly nonlinear
0 references
jumps
0 references
convergence rate
0 references
Euler-Maruyama scheme
0 references
Brownian motion
0 references
