Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q6595226)

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scientific article; zbMATH DE number 7903489
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Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay
scientific article; zbMATH DE number 7903489

    Statements

    Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (English)
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    29 August 2024
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    neutral stochastic differential equations
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    time-dependent delay
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    truncated Euler-Maruyama approximation
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    Khasminskii-type condition
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    \(L^q\)-convergence
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    convergence rate
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