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20152022
most citedNeutral Stochastic Differential Delay Equations with Locally Monotone Coefficients

8 citations · 10 across the 5 of their papers we have counts for

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math.PR2015★ 1 cited

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…

math.PR2015★ 8 cited

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…