On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
DOI10.1016/j.cam.2020.113079WikidataQ115359735 ScholiaQ115359735MaRDI QIDQ2196049
Jia Liang, Wan-Rong Cao, Yu-Fen Liu
Publication date: 28 August 2020
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.2020.113079
time delay; nonlinear problems; fundamental theorem on convergence; one-step explicit schemes; the balanced Euler scheme
65L20: Stability and convergence of numerical methods for ordinary differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
65L03: Numerical methods for functional-differential equations
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