An explicit approximation for super-linear stochastic functional differential equations

DOI10.1016/j.spa.2023.104275arXiv2208.10214MaRDI QIDQ6190447

Guoting Song, Xuerong Mao, Xiaoyue Li

Publication date: 6 February 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.10214

zbMATH Keywords

strong convergenceboundednessexponential stabilitystochastic functional differential equationtruncated Euler-Maruyama scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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