Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847)

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English	Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients	scientific article

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instance of

scholarly article

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title

Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (English)

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Journal of Computational and Applied Mathematics

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publication date

3 February 2021

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full work available at URL

https://strathprints.strath.ac.uk/74578/

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zbMATH Keywords

neutral stochastic differential delay equations

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tamed EM scheme

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super-linear growth

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strong convergence

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mean-square stability

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MaRDI profile type

MaRDI publication profile

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cites work

Stability of highly nonlinear neutral stochastic differential delay equations

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On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions

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On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations

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Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps

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Tamed EM scheme of neutral stochastic differential delay equations

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The truncated Euler-Maruyama method for stochastic differential equations

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Strong convergence rates of modified truncated EM method for stochastic differential equations

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Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations

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Numerical solution to highly nonlinear neutral-type stochastic differential equation

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Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations

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

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Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method

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Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation

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Mean square stability of two classes of theta method for neutral stochastic differential delay equations

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Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients

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Strong convergence of the split-step theta method for neutral stochastic delay differential equations

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Asymptotical boundedness and moment exponential stability for stochastic neutral differential equations with time-variable delay and Markovian switching

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Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

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On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations

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On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients

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On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients

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A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

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Order-preserving strong schemes for SDEs with locally Lipschitz coefficients

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On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions

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Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients

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Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

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The truncated EM method for stochastic differential equations with Poisson jumps

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The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients

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Advances in the truncated Euler-Maruyama method for stochastic differential delay equations

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

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The truncated Euler-Maruyama method for stochastic differential delay equations

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The partially truncated Euler-Maruyama method and its stability and boundedness

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Semi-discrete approximations for stochastic differential equations and applications

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On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method

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An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump

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Convergence rates of the Semi-Discrete method for stochastic differential equations

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Q5429735

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Identifiers

zbMATH Open document ID

1460.34101

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Mathematics Subject Classification ID

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10.1016/J.CAM.2020.113269

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Sitelinks

Mathematics(1 entry)

mardi Publication:2223847