Convergence of the numerical segment process for super-linear stochastic functional differential equations

DOI10.1016/J.SPL.2026.110890MaRDI QIDQ7316598zbMATH OpenFDO

Authors Shounian Deng, Weiyin Fei, Banban Shi

Publication date 19 August 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110890

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites work

• An explicit approximation for super-linear stochastic functional differential equations
• Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
• Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
• Numerical Solutions of Stochastic Functional Differential Equations
• Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching
• Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
• Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation
• Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
• The truncated Euler-Maruyama method for stochastic differential equations
• Truncated Euler-Maruyama method for hybrid stochastic functional differential equations with infinite time delay

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