Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations

DOI10.1016/j.cam.2017.11.030zbMath1444.34099OpenAlexW2772424812MaRDI QIDQ1743923

Xianqiang Yang

Publication date: 16 April 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.11.030

zbMATH Keywords

strong convergencelocal Lipschitz conditionstochastic differential delay equationsKhasminskii-type conditionpartially truncated Euler-Maruyama method

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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