Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (Q5028587)
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scientific article; zbMATH DE number 7471992
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| English | Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations |
scientific article; zbMATH DE number 7471992 |
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Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (English)
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10 February 2022
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stochastic functional differential equation
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truncated Euler-Maruyama method
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local Lipschitz condition
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Khasminskii-type condition
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strong convergence
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0.94864845
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0.94763684
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0.94501776
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0.9435062
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0.93853366
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0.9384339
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0.9384072
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0.9366978
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0.93463665
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