Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759)

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Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
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    Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (English)
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    15 January 2020
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    stochastic delay differential equation
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    projected Euler-Maruyama method
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    strong convergence
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    C-stability
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    B-consistency
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