Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay

DOI10.1515/math-2024-0038MaRDI QIDQ6595226

Aleksandra M. Petrović

Publication date: 29 August 2024

Published in: Open Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence rateneutral stochastic differential equationstime-dependent delayKhasminskii-type condition\(L^q\)-convergencetruncated Euler-Maruyama approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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