Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156): Difference between revisions
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English | Numerical approximation of nonlinear neutral stochastic functional differential equations |
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Numerical approximation of nonlinear neutral stochastic functional differential equations (English)
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5 August 2014
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neutral stochastic functional differential equation
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polynomial growth conditions
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convergence in probability
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numerical approximation
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Euler-Maruyama method
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