Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonic

来源 :第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 | 被引量 : 0次 | 上传用户：xiangdi

【摘要】

：

　　In this paper,we investigate projected Euler-Maruyama(EM)method for stochastic delay differential equations under a global monotonicity condition.

【作者】

：

李民黄乘明

【机构】

：

华中科技大学,湖北省武汉市,430074

【出处】

：

第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议

【发表日期】

：

2019年8期

【关键词】

：

Stochastic delay differential equation Strong convergence C-stability B-consiste

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　　In this paper,we investigate projected Euler-Maruyama(EM)method for stochastic delay differential equations under a global monotonicity condition.

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Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonic

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