Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704)
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English | Advances in the truncated Euler-Maruyama method for stochastic differential delay equations |
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Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (English)
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29 April 2020
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Brownian motion
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stochastic differential delay equation
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Itô's formula
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truncated Euler-Maruyama
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Khasminskii-type condition
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