Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923)
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scientific article; zbMATH DE number 6860283
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| English | Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations |
scientific article; zbMATH DE number 6860283 |
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Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (English)
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16 April 2018
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stochastic differential delay equations
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partially truncated Euler-Maruyama method
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local Lipschitz condition
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Khasminskii-type condition
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strong convergence
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0.8878790736198425
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0.8714259266853333
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0.8660414218902588
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0.8601762652397156
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