Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631)

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Strong convergence of the split-step theta method for neutral stochastic delay differential equations
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    Strong convergence of the split-step theta method for neutral stochastic delay differential equations (English)
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    1 August 2017
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    neutral stochastic delay differential equation
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    split-step theta method
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    strong convergence
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    highly nonlinear condition
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    numerical result
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