2 papers
math.NA2024
Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
Jingjing Cai, Ziheng Chen, Yuanling Niu
This work focuses on the numerical approximations of neutral stochastic delay differential equations with their drift and diffusion coefficients growing super-linearly with respect…
math.PR2022
Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients
Diancong Jin, Ziheng Chen, Tau Zhou
We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly…