Numerical approximation of nonlinear neutral stochastic functional differential equations

The paper investigates numerical approximations for solution of neutral stochastic functional differential equation (NSFDE) with coefficients of the polynomial growth. The main aim is to develop the convergence in probability of Euler-Maruyama approximate solution under highly nonlinear growth condi...

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Bibliographic Details
Published in:	Journal of applied mathematics & computing Vol. 41; no. 1-2; pp. 427 - 445
Main Authors:	Zhou, Shaobo, Fang, Zheng
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.03.2013 Springer Nature B.V
Subjects:	Applied mathematics Approximation Computational Mathematics Computational Mathematics and Numerical Analysis Convergence Differential equations Dynamical systems Mathematical analysis Mathematical and Computational Engineering Mathematical models Mathematics Mathematics and Statistics Mathematics of Computing Nonlinearity Numerical analysis Polynomials Random variables Stochastic models Stochasticity Studies Theory of Computation Numerical approximation Euler-Maruyama method Neutral stochastic functional differential equation 34F05 Polynomial growth conditions Convergence in probability
ISSN:	1598-5865, 1865-2085
Online Access:	Get full text
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