Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations-Reference-Cited by-同舟云学术

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Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations

Published:2019-12 Issue: Volume:362 Page:83-98
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Lan Guangqiang,Wang Qiushi

Funder

Natural Science Foundation of China

Beijing Municipal Natural Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference20 articles.

1. Mean square convergence of stochastic θ-methods for nonlinear neutral stochastic differential delay equations;Gan;Int. J. Numer. Anal. Model.,2011

2. Mean square convergence of one-step methods for neutral stochastic differential delay equations;Zhang;Appl. Math. Comput.,2008

3. Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay;Milošević;J. Comput. Appl. Math.,2015

4. Strong convergence of the partially truncated Euler–Maruyama method for a class of stochastic differential delay equations;Zhang;J. Comput. Appl. Math.,2018

5. Convergence and stability of two classes of theta methods with variable step size for a stochastic pantograph equations;Eissa;J. Adv. Math. Appl.,2016

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions;Numerical Algorithms;2024-06-28

2. New Order 2.0 Simplified Weak Itô–Taylor Symmetrical Scheme for Stochastic Delay Differential Equations;Symmetry;2024-06-03

3. Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay;Frontiers of Mathematics;2023-11

4. Fast $$\theta $$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis;Computational and Applied Mathematics;2023-03-08

5. Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay;Journal of Computational Mathematics;2022-06

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