Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2017.11.030 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2772424812 / rank | |||
Normal rank |
Revision as of 01:56, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations |
scientific article |
Statements
Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (English)
0 references
16 April 2018
0 references
stochastic differential delay equations
0 references
partially truncated Euler-Maruyama method
0 references
local Lipschitz condition
0 references
Khasminskii-type condition
0 references
strong convergence
0 references