论文信息 - Mean square convergence of one-step methods for neutral stochastic differential delay equations

Mean square convergence of one-step methods for neutral stochastic differential delay equations

This paper deals with strong approximations of the solutions of neutral stochastic differential delay equations (NSDDEs) in Ito sense. A general framework for the strong convergence of a class of drift-implicit one-step schemes to the solutions of NSDDEs is established. Two examples to illustrate the applicability of our results are provided.

Siqing Gan | Haomin Zhang | S. Gan | Haomin Zhang

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