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

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scientific article; zbMATH DE number 7471992
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Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
scientific article; zbMATH DE number 7471992

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    Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (English)
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    10 February 2022
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    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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