An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence
type: Item
instance of: scholarly article
title: An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence
zbMATH Open document ID: 1325.65015
author: Bahareh Akhtari
author: E. Babolian
author: A. Neuenkirch
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2014-12-08T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65L03
zbMATH DE Number: 6377822
zbMATH Keywords: stochastic delay differential equations
zbMATH Keywords: pathwise convergence
zbMATH Keywords: locally Lipschitz
zbMATH Keywords: domain
zbMATH Keywords: reflection
MaRDI profile type: Publication
full work available at URL: dcdsb.2015.20.23
OpenAlex ID: W2331301548
cites work: Q5465997
cites work: Q4210478
cites work: Q3415147
cites work: A note on Euler's approximations
cites work: A note on Euler approximations for stochastic differential equations with delay
cites work: Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
cites work: Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
cites work: Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
cites work: Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
cites work: The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
cites work: The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
cites work: Q4369402
cites work: Numerical solutions of stochastic differential delay equations under local Lipschitz condition
cites work: Stochastic differential delay equations of population dynamics
cites work: A STUDY OF A CLASS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
DOI: 10.3934/DCDSB.2015.20.23
description: scientific article; zbMATH DE number 6377822