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

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Tamed EM scheme of neutral stochastic differential delay equations
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    Tamed EM scheme of neutral stochastic differential delay equations (English)
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    1 August 2017
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    neutral stochastic differential delay equations
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    non-Lipschitz
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    monotonicity
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    convergence
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    pure jumps
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    tamed Euler-Maruyama scheme
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