Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type

Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type

Abstract In this paper, we are concerned with the convergence rate of Euler–Maruyama (EM) scheme for stochastic differential delay equations (SDDEs) of neutral type, where the neutral, drift, and diffusion terms are allowed to be of polynomial growth. More precisely, for SDDEs of neutral type driven...

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Bibliographic Details
Main Author: Yanting Ji
Format: Article
Language:English
Published: SpringerOpen 2021-01-01
Series:Journal of Inequalities and Applications
Subjects:
Stochastic Differential Delay Equation of Neutral Type
Polynomial Condition
Euler Scheme
Convergence Rate
Jump Processes
Online Access:https://doi.org/10.1186/s13660-020-02533-3

Internet

https://doi.org/10.1186/s13660-020-02533-3

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