The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The truncated Euler-Maruyama method for stochastic differential delay equations |
scientific article |
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The truncated Euler-Maruyama method for stochastic differential delay equations (English)
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25 June 2018
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Brownian motion
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stochastic differential delay equation
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Itô's formula
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truncated Euler-Maruyama
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Khasminskii-type condition
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