Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients. Convergence rates of 𝜃-EM schemes are given for these equations driven by Brownian motion and pure jumps, respectively...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2019-12-01
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| Series: | Bulletin of Mathematical Sciences |
| Subjects: | |
| Online Access: | http://www.worldscientific.com/doi/pdf/10.1142/S1664360719500061 |