Numerical solution to highly nonlinear neutral-type stochastic differential equation
DOI10.1016/J.APNUM.2019.01.014OpenAlexW2911894531WikidataQ115360408 ScholiaQ115360408MaRDI QIDQ2419489
Publication date: 13 June 2019
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2019.01.014
strong convergenceboundednessconvergence ratebackward Euler-Maruyama methodneutral-type stochastic differential equation
Stochastic analysis (60Hxx) Numerical methods for ordinary differential equations (65Lxx) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Numerical analysis (65-XX) Probabilistic methods, stochastic differential equations (65Cxx)
Related Items (6)
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