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

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English	Strong convergence of the split-step theta method for neutral stochastic delay differential equations	scientific article

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instance of

scholarly article

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title

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

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Applied Numerical Mathematics

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publication date

1 August 2017

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zbMATH Keywords

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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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.apnum.2017.05.008

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cites work

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Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

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Higher-order implicit strong numerical schemes for stochastic differential equations

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Neutral Stochastic Differential Delay Equations with Markovian Switching

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Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation

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Identifiers

zbMATH Open document ID

1370.65004

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Mathematics Subject Classification ID

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10.1016/J.APNUM.2017.05.008

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Mathematics(1 entry)

mardi Publication:2012631