Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay

This article can be considered as a continuation of Petrović and Milošević [The truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay, Filomat 35 (2021), no. 7, 2457–2484], where the authors established the Lq{L}^{q}-convergence of t...

Disgrifiad llawn

Manylion Llyfryddiaeth

Prif Awdur:	Petrović Aleksandra M.
Fformat:	Artigo
Iaith:	Inglês
Cyhoeddwyd:	De Gruyter 2024-08-01
Cyfres:	Open Mathematics
Pynciau:	neutral stochastic differential equations time-dependent delay truncated euler-maruyama approximation khasminskii-type condition lq-convergence the convergence rate 60h10 60h35
Mynediad Ar-lein:	https://doi.org/10.1515/math-2024-0038
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!