On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions |
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On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (English)
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28 August 2020
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nonlinear problems
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time delay
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one-step explicit schemes
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the balanced Euler scheme
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fundamental theorem on convergence
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