Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching (Q4984199)
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scientific article; zbMATH DE number 7338697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching |
scientific article; zbMATH DE number 7338697 |
Statements
Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching (English)
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26 April 2021
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neutral stochastic differential delay equations
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truncated Euler-Maruyama method
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local Lipschitz condition
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Khasminskii-type condition
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Markovian switching
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