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