Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise

DOI10.1016/j.apnum.2024.04.013zbMath1546.65005MaRDI QIDQ6577583

Lin Chen, Ziheng Chen, Daoyan Wang

Publication date: 24 July 2024

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

backward Euler methodstochastic delay differential equationsnon-globally Lipschitz conditionconvergence order of one point large deviations rate functions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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