80 citations · 136 across the 69 of their papers we have counts for
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math.PR2016★ 1 cited
Strong convergence of tamed -EM scheme for neutral SDDEs with one-sided Lipschitz drift
Li Tan, Chenggui Yuan
This paper is concerned with strong convergence of a tamed -Euler-Maruyama scheme for neutral stochastic differential delay equations with superlinearly growing coefficients. We…
math.PR2016★ 3 cited
Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients
Jianhai Bao, Xing Huang, Chenggui Yuan
In this paper, we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients. The key contributions lie in (i), by m…
math.PR2016★ 1 cited
Tamed EM scheme of Neutral Stochastic Differential Delay Equations
Yanting Ji, Chenggui Yuan
In this paper, we investigate the convergence of the tamed Euler-Maruyama (EM) scheme for a class of neutral stochastic differential delay equations. The strong convergence results…