8 citations · 10 across the 5 of their papers we have counts for
5 papers
Convergence of Numerical Solution of The Tamed Milstein Method for NSDDEs
Qiquan Fan, Yingxiao Min, Yingying Wang +1
In this paper, we apply the tamed technique to the Milstein numerical scheme to investigate Neutral Stochastic Delay Differential Equations(NSDDEs) with highly nonlinear coefficien…
Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations
Yanting Ji, Guowei Wan, Zheng Zhou
In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly,…
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…
Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations
Yanting Ji, Jianhai Bao, Chenggui Yuan
In this paper, we are concerned with convergence rate of Euler-Maruyama (EM) scheme for stochastic differential delay equations (SDDEs) of neutral type, where the neutral term, the…
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
Yanting Ji, Qingshuo Song, Chenggui Yuan
In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical appro…