Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471)

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Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠
scientific article

    Statements

    title
    Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (English)
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    author
    Jianhai Bao
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    Chenggui Yuan
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    publication date
    30 August 2013
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    65L20
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    34K50
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    60J65
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    60H35
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    zbMATH DE Number
    6203451
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    arXiv ID
    1111.4130
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    OpenAlex ID
    W2050667572
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