Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2886668)
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scientific article; zbMATH DE number 6041332
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| English | Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions |
scientific article; zbMATH DE number 6041332 |
Statements
1 June 2012
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stochastic delay differential equations
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Euler methods
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one-sided Lipschitz conditions
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polynomial growth conditions
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Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions (English)
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0.8840271830558777
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0.8810800313949585
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0.8591817021369934
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0.8567006587982178
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0.8553560972213745
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