Large deviations for numerical approximation of stochastic differential delay equations

DOI10.1016/J.CNSNS.2025.109389MaRDI QIDQ6868823zbMATH OpenFDO

Authors Xiaocui Ma, Jun Liu, Fubao Xi

Publication date 23 January 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

large deviationsweak convergencebackward Euler-Maruyama methodone-sided Lipschitz conditionstochastic differential delay equations

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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