Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise (Q6577583)

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scientific article; zbMATH DE number 7885858
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Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
scientific article; zbMATH DE number 7885858

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    Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise (English)
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    24 July 2024
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    convergence order of one point large deviations rate functions
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    stochastic delay differential equations
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    non-globally Lipschitz condition
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    backward Euler method
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