Numerical approximation of nonlinear neutral stochastic functional differential equations
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Publication:2511156
DOI10.1007/s12190-012-0605-5zbMath1300.34183MaRDI QIDQ2511156
Publication date: 5 August 2014
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-012-0605-5
numerical approximation; convergence in probability; polynomial growth conditions; neutral stochastic functional differential equation; Euler-Maruyama method
34K50: Stochastic functional-differential equations
34K40: Neutral functional-differential equations
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Cites Work
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