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...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-01-01
|
| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13660-020-02533-3 |