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Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type - MaRDI portal

Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758)

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scientific article; zbMATH DE number 7464984
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English
Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type
scientific article; zbMATH DE number 7464984

    Statements

    Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (English)
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    26 January 2022
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    stochastic differential delay equation
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    neutral type
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    polynomial condition
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    Euler scheme
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    convergence rate
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    jump processes
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