Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
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DOI：
10.1142/s1664360719500061
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发表时间：
2017-01
影响因子：
1.2
通讯作者：
L. Tan;C. Yuan
中科院分区：
文献类型：
--
作者：
L. Tan;C. Yuan
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 [Formula: see text]-EM schemes are given for these equations driven by Brownian motion and pure jumps, respectively, where the drift terms satisfy locally one-sided Lipschitz conditions, and diffusion coefficients obey locally Lipschitz conditions, and the corresponding coefficients are highly nonlinear with respect to the delay terms.
