Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
DOI10.1007/S10092-016-0173-4zbMath1372.65022OpenAlexW2282660725WikidataQ115385379 ScholiaQ115385379MaRDI QIDQ2363669
Publication date: 25 July 2017
Published in: Calcolo (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10092-016-0173-4
stopping timenumerical resultconvergence in probabilitystochastic differential delay equationEuler Maruyama methodone-sided polynomial growth conditions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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