Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522)

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scientific article; zbMATH DE number 6887272
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Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs
scientific article; zbMATH DE number 6887272

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    Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (English)
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    13 June 2018
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    neutral stochastic differential delay equations
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    \(\theta\)-EM scheme
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    local Lipschitz
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    almost sure convergence
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    strong convergence
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