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math.NA2024
Longtime behaviors of -Euler-Maruyama method for stochastic functional differential equations
Chuchu Chen, Tonghe Dang, Jialin Hong +1
This paper investigates longtime behaviors of the -Euler-Maruyama method for the stochastic functional differential equation with superlinearly growing coefficients. We focus on…
math.NA2022★ 1 cited
An explicit approximation for super-linear stochastic functional differential equations
Xiaoyue Li, Xuerong Mao, Guoting Song
Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic fun…