Convergence rate of the truncated Milstein method of stochastic differential delay equations
type: Item
instance of: scholarly article
title: Convergence rate of the truncated Milstein method of stochastic differential delay equations
zbMATH Open document ID: 1429.65026
author: Yanyan Li
published in: Applied Mathematics and Computation
publication date: 2019-11-29T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7138647
zbMATH Keywords: stochastic differential delay equation
zbMATH Keywords: truncated Milstein method
zbMATH Keywords: local Lipschitz condition
zbMATH Keywords: Khasminskii-type condition
zbMATH Keywords: strong convergence
MaRDI profile type: Publication
full work available at URL: j.amc.2019.04.001
OpenAlex ID: W2939991523
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DOI: 10.1016/J.AMC.2019.04.001
description: scientific article; zbMATH DE number 7138647