Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
Author:
Funder
Royal Society
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference40 articles.
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2. On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions;Mao;Appl. Math. Comput.,2014
3. On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations;Li;Appl. Math. Comput.,2015
4. Exponential stability of the split-step theta-method for neutral stochastic delay differential equations with jumps;Mo;Appl. Math. Comput.,2017
5. Tamed EM scheme of neutral stochastic differential delay equations;Ji;J. Comput. Appl. Math.,2017
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