Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (Q5028587)
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scientific article; zbMATH DE number 7471992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations |
scientific article; zbMATH DE number 7471992 |
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Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (English)
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10 February 2022
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stochastic functional differential equation
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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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strong convergence
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