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...

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Hlavní autor:	Petrović Aleksandra M.
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	De Gruyter 2024-08-01
Edice:	Open Mathematics
Témata:	neutral stochastic differential equations time-dependent delay truncated euler-maruyama approximation khasminskii-type condition lq-convergence the convergence rate 60h10 60h35
On-line přístup:	https://doi.org/10.1515/math-2024-0038
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