Tamed EM scheme of neutral stochastic differential delay equations (Q2012612)
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scientific article; zbMATH DE number 6755399
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| English | Tamed EM scheme of neutral stochastic differential delay equations |
scientific article; zbMATH DE number 6755399 |
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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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0.890235185623169
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0.8537344932556152
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0.8445249199867249
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0.8344503045082092
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