Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787)
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scientific article; zbMATH DE number 7130606
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| English | Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift |
scientific article; zbMATH DE number 7130606 |
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Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (English)
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15 November 2019
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tamed theta scheme
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neutral stochastic differential delay equations
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one-sided Lipschitz
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strong convergence
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0.8623743653297424
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0.8445249199867249
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0.8327602744102478
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0.8289491534233093
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0.8261806964874268
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