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Convergence rates of truncated theta-EM scheme for SDDEs - MaRDI portal

Convergence rates of truncated theta-EM scheme for SDDEs (Q5064125)

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scientific article; zbMATH DE number 7494823
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Convergence rates of truncated theta-EM scheme for SDDEs
scientific article; zbMATH DE number 7494823

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    Convergence rates of truncated theta-EM scheme for SDDEs (English)
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    21 March 2022
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    stochastic differential delay equations
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    truncated theta-EM scheme
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    local Lipschitz condition
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    strong convergence
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