Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2886668)

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scientific article; zbMATH DE number 6041332
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Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions
scientific article; zbMATH DE number 6041332

    Statements

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    1 June 2012
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    stochastic delay differential equations
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    Euler methods
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    one-sided Lipschitz conditions
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    polynomial growth conditions
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    Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions (English)
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