The truncated Euler–Maruyama method for stochastic differential delay equations

出版年份 2017 全文链接

标题

作者

关键词

Brownian motion, Stochastic differential delay equation, Itô’s formula, Truncated Euler–Maruyama, Khasminskii-type condition, 60H10, 60J65

出版物

Volume 78, Issue 2, Pages 599-624

出版商

Springer Nature

发表日期

2017-08-11

DOI

10.1007/s11075-017-0391-0

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