Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631)

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scientific article; zbMATH DE number 6755536
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    Strong convergence of the split-step theta method for neutral stochastic delay differential equations
    scientific article; zbMATH DE number 6755536

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      Strong convergence of the split-step theta method for neutral stochastic delay differential equations (English)
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      1 August 2017
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      neutral stochastic delay differential equation
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      split-step theta method
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      strong convergence
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      highly nonlinear condition
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      numerical result
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