Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (Q2315868)

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Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations
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    Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (English)
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    26 July 2019
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    neutral stochastic differential delay equations
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    local Lipschitz condition
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    modified truncated Euler-Maruyama method
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    strong convergence rate
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