Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2017-01-01 DOI:10.1142/S1664360719500061

L. Tan, C. Yuan

引用次数: 6

Abstract

This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients. Convergence rates of [Formula: see text]-EM schemes are given for these equations driven by Brownian motion and pure jumps, respectively, where the drift terms satisfy locally one-sided Lipschitz conditions, and diffusion coefficients obey locally Lipschitz conditions, and the corresponding coefficients are highly nonlinear with respect to the delay terms.

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非全局Lipschitz连续系数下NSDDEs的theta法的收敛速率

研究中立型随机微分时滞方程在非全局Lipschitz连续系数下的强收敛性和几乎肯定收敛性。分别给出了由布朗运动和纯跳变驱动的方程组的em格式的收敛速率，其中漂移项满足局部单侧Lipschitz条件，扩散系数服从局部Lipschitz条件，相应的系数相对于延迟项是高度非线性的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

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