Strong convergence of the truncated Milstein numerical solution of neutral stochastic delay differential equations (Q3385163)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong convergence of the truncated Milstein numerical solution of neutral stochastic delay differential equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the truncated Milstein numerical solution of neutral stochastic delay differential equations |
scientific article |
Statements
17 December 2021
0 references
neutral stochastic differential equations
0 references
strong convergence
0 references
Khasminskii-type condition
0 references
the truncated Milstein method
0 references
0.90704607963562
0 references
0.8776198625564575
0 references
0.8688791990280151
0 references