Tamed EM scheme of neutral stochastic differential delay equations
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Publication:2012612
DOI10.1016/j.cam.2017.06.002zbMath1370.65002arXiv1603.06747OpenAlexW2309201751MaRDI QIDQ2012612
Publication date: 1 August 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.06747
monotonicityconvergencenon-Lipschitzneutral stochastic differential delay equationspure jumpstamed Euler-Maruyama scheme
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Related Items (5)
Numerical solution to highly nonlinear neutral-type stochastic differential equation ⋮ Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations ⋮ On random periodic solution to a neutral stochastic functional differential equation ⋮ Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients ⋮ Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift
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