Tamed EM scheme of neutral stochastic differential delay equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference27 articles.
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2. Strong convergence of Euler type methods for nonlinear stochastic differential equations;Higham;SIAM J. Numer. Anal.,2002
3. Strong and weak divergence in finite time of Euler’s method for stochastic differential equations with non-globally Lipschitz continuous coefficients;Hutzenthaler;Proc. R. Soc. A,2010
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5. On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations;Dareiotis;SIAM J. Numer. Anal.,2016
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