Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type
نویسندگان
چکیده
Abstract In this paper, we are concerned with the convergence rate of Euler–Maruyama (EM) scheme for stochastic differential delay equations (SDDEs) neutral type , where neutral, drift, and diffusion terms allowed to be polynomial growth. More precisely, SDDEs driven by Brownian motions, reveal that corresponding EM is one-half; Whereas pure jump processes, show best associated slower than one-half. As a result, general type, which dominated process,
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ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2021
ISSN: ['1025-5834', '1029-242X']
DOI: https://doi.org/10.1186/s13660-020-02533-3