Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type

DOI10.1186/S13660-020-02533-3zbMath1504.65015OpenAlexW3164989092MaRDI QIDQ2072758

Yanting Ji

Publication date: 26 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-020-02533-3

zbMATH Keywords

neutral typeconvergence ratejump processesEuler schemestochastic differential delay equationpolynomial condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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