Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471): Difference between revisions
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Revision as of 09:45, 5 March 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)
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30 August 2013
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stochastic differential delay equation
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highly nonlinear
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jumps
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convergence rate
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Euler-Maruyama scheme
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Brownian motion
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