Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923): Difference between revisions

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Revision as of 01:56, 20 March 2024

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Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
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    Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (English)
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    16 April 2018
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    stochastic differential delay equations
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    partially 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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