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Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift
Li Tan,
Chenggui Yuan 
Applied Mathematics and Computation, Volume: 338, Pages: 607 - 623
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1016/j.amc.2018.06.051
Abstract
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift
| Published in: | Applied Mathematics and Computation |
|---|---|
| ISSN: | 00963003 |
| Published: |
2018
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa41153 |
| College: |
Faculty of Science and Engineering |
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| Start Page: |
607 |
| End Page: |
623 |