Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156)

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Numerical approximation of nonlinear neutral stochastic functional differential equations
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    Numerical approximation of nonlinear neutral stochastic functional differential equations (English)
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    5 August 2014
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    neutral stochastic functional differential equation
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    polynomial growth conditions
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    convergence in probability
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    numerical approximation
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    Euler-Maruyama method
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