Tamed EM scheme of neutral stochastic differential delay equations (Q2012612)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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