## Found 26 Documents (Results 1–26)

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### Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. (English)Zbl 1469.60182

MSC:  60H10 65C30
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### Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. (English)Zbl 07374104

MSC:  60H35 60H10
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### Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. (English)Zbl 1433.60072

MSC:  60H35 41A25 60H10
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### Numerical solutions of neutral stochastic functional differential equations with Markovian switching. (English)Zbl 1458.65009

MSC:  65C30 60H10 34K50
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### The numerical invariant measure of stochastic differential equations with Markovian switching. (English)Zbl 1388.60098

MSC:  60H10 34F05
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### Tamed EM scheme of neutral stochastic differential delay equations. (English)Zbl 1370.65002

MSC:  65C30 60H10 60H35 34K50 34K28
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### Neutral stochastic differential delay equations with locally monotone coefficients. (English)Zbl 1365.34138

MSC:  34K50 34K40 34K28
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### Convergence rate of EM scheme for SDDEs. (English)Zbl 1277.65006

Reviewer: Abass Sagna (Evry)
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### A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. (English)Zbl 1136.60040

MSC:  60H10 65C05
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### Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. (English)Zbl 1147.60320

MSC:  60H30 60H10 91B28
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### Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. (English)Zbl 1076.65012

MSC:  65C30 60H10 60H35
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### Numerical method for stationary distribution of stochastic differential equations with Markovian switching. (English)Zbl 1066.65016

MSC:  65C30 60H10 60H35
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