Strong convergence of the split-step theta method for neutral stochastic delay differential equations
type: Item
instance of: scholarly article
title: Strong convergence of the split-step theta method for neutral stochastic delay differential equations
zbMATH Open document ID: 1370.65004
author: Zhiping Yan
author: Aiguo Xiao
author: Xiao Tang
published in: Applied Numerical Mathematics
publication date: 2017-08-01T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34K28
Mathematics Subject Classification ID: 34K40
Mathematics Subject Classification ID: 34K50
zbMATH DE Number: 6755536
zbMATH Keywords: neutral stochastic delay differential equation
zbMATH Keywords: split-step theta method
zbMATH Keywords: strong convergence
zbMATH Keywords: highly nonlinear condition
zbMATH Keywords: numerical result
MaRDI profile type: Publication
full work available at URL: j.apnum.2017.05.008
OpenAlex ID: W2619774145
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DOI: 10.1016/J.APNUM.2017.05.008
description: scientific article; zbMATH DE number 6755536