Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787): Difference between revisions

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+Loss of regularity for Kolmogorov equations
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+Normal rank
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+Tamed EM scheme of neutral stochastic differential delay equations
+Normal rank
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
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+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Continuous Markov processes and stochastic equations
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+A note on tamed Euler approximations
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+Normal rank
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+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
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+Numerical Solutions of Neutral Stochastic Functional Differential Equations
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+Q3995594
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+Normal rank
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+Exponential stability of numerical solution to neutral stochastic functional differential equation
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+Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
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+Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
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+Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
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