3 papers
math.NA2022
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…
math.PR2019
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,…
math.PR2016
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…