Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593)
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scientific article; zbMATH DE number 7138647
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| English | Convergence rate of the truncated Milstein method of stochastic differential delay equations |
scientific article; zbMATH DE number 7138647 |
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Convergence rate of the truncated Milstein method of stochastic differential delay equations (English)
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29 November 2019
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stochastic differential delay equation
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truncated Milstein 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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0.8885466456413269
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0.8878790736198425
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0.8776198625564575
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0.8766996264457703
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