Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method

DOI10.1016/j.mcm.2011.05.033zbMath1235.65009OpenAlexW2000842741MaRDI QIDQ409884

Marija Milošević

Publication date: 15 April 2012

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.05.033

zbMATH Keywords

Eulerconvergence in probabilityneutral stochastic differential equationstime-dependent delayMaruyama methodkhasminskii-type conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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