Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
نویسندگان
چکیده
منابع مشابه
Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
Keywords: Stochastic differential delay equation (SDDE) Split-step theta scheme Stochastic linear theta scheme Strong convergence rate Exponential mean square stability a b s t r a c t This paper establishes the boundedness, convergence and stability of the two classes of theta schemes, namely split-step theta (SST) scheme and stochastic linear theta (SLT) scheme, for stochastic differential de...
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ژورنال
عنوان ژورنال: Bulletin of Mathematical Sciences
سال: 2019
ISSN: 1664-3607,1664-3615
DOI: 10.1142/s1664360719500061