| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4634236 | Applied Mathematics and Computation | 2008 | 7 Pages |
Abstract
This paper deals with strong approximations of the solutions of neutral stochastic differential delay equations (NSDDEs) in Itô sense. A general framework for the strong convergence of a class of drift-implicit one-step schemes to the solutions of NSDDEs is established. Two examples to illustrate the applicability of our results are provided.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Haomin Zhang, Siqing Gan,