Convergence rates of truncated theta-EM scheme for SDDEs

DOI10.1360/N012018-00246zbMath1499.65023OpenAlexW3000734964WikidataQ126356158 ScholiaQ126356158MaRDI QIDQ5064125

Li Tan, Chenggui Yuan

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/n012018-00246

zbMATH Keywords

strong convergencelocal Lipschitz conditionstochastic differential delay equationstruncated theta-EM scheme

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solutions to stochastic differential and integral equations (65C30)

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