2 papers
math.PR2018
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations
Guangqiang Lan, Qiushi Wang
The aim of this paper is to investigate strong convergence of modified truncated Euler-Maruyama method for neutral stochastic differential delay equations introduced in Lan (2018).…
math.PR2018
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
Guangqiang Lan, Fang Xia, Qiushi Wang
Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper.…