Tamed EM scheme of neutral stochastic differential delay equations (Q2012612)

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    Tamed EM scheme of neutral stochastic differential delay equations
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      Tamed EM scheme of neutral stochastic differential delay equations (English)
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      1 August 2017
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      neutral stochastic differential delay equations
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      non-Lipschitz
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      monotonicity
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      convergence
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      pure jumps
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      tamed Euler-Maruyama scheme
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