Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
نویسندگان
چکیده
In this article, we propose two types of explicit tamed Euler–Maruyama (EM) schemes for neutral stochastic differential delay equations with superlinearly growing drift and diffusion coefficients. The first type is convergent in the Lq sense under local Lipschitz plus Khasminskii-type conditions. second order half mean-square Khasminskii-type, global monotonicity polynomial growth Moreover, it proved that partially EM scheme has property exponential stability. Numerical examples are provided to illustrate theoretical findings.
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2021
ISSN: ['0377-0427', '1879-1778', '0771-050X']
DOI: https://doi.org/10.1016/j.cam.2020.113269