Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift
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Cites work
- A note on tamed Euler approximations
- Continuous Markov processes and stochastic equations
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
- Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
- Higher-order implicit strong numerical schemes for stochastic differential equations
- scientific article; zbMATH DE number 45061 (Why is no real title available?)
- Loss of regularity for Kolmogorov equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Tamed EM scheme of neutral stochastic differential delay equations
Cited in
(10)- Tamed EM scheme of neutral stochastic differential delay equations
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
- Robust control for incremental quadratic constrained nonlinear time-delay systems subject to actuator saturation
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
- A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
- Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations
- Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations
- Strong converge order of the general one-step method for neutral stochastic delay differential equations under a global monotone condition
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