Convergence rate of EM scheme for SDDEs
delay equations, where the corresponding coefficients may be with respect to the delay variables. In particular, we reveal that the convergence rate of the Euler-Maruyama scheme is \frac {1}{2} .]]>
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| Veröffentlicht in: | Proceedings of the American Mathematical Society 2013-09, Vol.141 (9), p.3231-3243 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | delay equations, where the corresponding coefficients may be with respect to the delay variables. In particular, we reveal that the convergence rate of the Euler-Maruyama scheme is \frac {1}{2} .]]> |
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| ISSN: | 0002-9939 1088-6826 |
| DOI: | 10.1090/S0002-9939-2013-11886-1 |