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

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English	Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift	scientific article

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scholarly article

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Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (English)

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Applied Mathematics and Computation

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publication date

15 November 2019

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full work available at URL

https://cronfa.swan.ac.uk/Record/cronfa41153

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zbMATH Keywords

tamed theta scheme

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neutral stochastic differential delay equations

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one-sided Lipschitz

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strong convergence

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MaRDI profile type

MaRDI publication profile

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Loss of regularity for Kolmogorov equations

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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

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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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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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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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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.AMC.2018.06.051

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Mathematics(1 entry)

mardi Publication:2335787

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