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- W2800691470 abstract "This paper is concerned with almost sure convergence of θ -EM scheme for neutral stochastic differential delay equations under local Lipschitz conditions with θ ∈ 1 2 , 1 . It is revealed that the strong convergence rate under local Lipschitz condition is 1/2, while almost sure convergence rate is less than 1/2, provided the local Lipschitz constant, valid on balls of radius R , grows not faster than log R ." @default.
- W2800691470 created "2018-05-17" @default.
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- W2800691470 date "2018-11-01" @default.
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- W2800691470 title "Almost sure convergence rate of <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML id=mml3 display=inline overflow=scroll altimg=si1.gif><mml:mi>θ</mml:mi></mml:math>-EM scheme for neutral SDDEs" @default.
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- W2800691470 doi "https://doi.org/10.1016/j.cam.2018.04.007" @default.
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