The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675)

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The truncated Euler-Maruyama method for stochastic differential delay equations
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    The truncated Euler-Maruyama method for stochastic differential delay equations (English)
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    25 June 2018
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    Brownian motion
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    stochastic differential delay equation
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    Itô's formula
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    truncated Euler-Maruyama
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    Khasminskii-type condition
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