Numerical solution to highly nonlinear neutral-type stochastic differential equation (Q2419489)
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scientific article; zbMATH DE number 7065962
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| English | Numerical solution to highly nonlinear neutral-type stochastic differential equation |
scientific article; zbMATH DE number 7065962 |
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Numerical solution to highly nonlinear neutral-type stochastic differential equation (English)
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13 June 2019
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neutral-type stochastic differential equation
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backward Euler-Maruyama method
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strong convergence
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convergence rate
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boundedness
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0.9463495
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0.9405036
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0.93032575
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0.92471236
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0.91733444
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