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

Tan, L; Yuan, CG

Yuan, CG (reprint author), Swansea Univ, Dept Math, Swansea SA1 8EN, W Glam, Wales.

BULLETIN OF MATHEMATICAL SCIENCES, 2019; 9 (3):

Abstract

This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lip......

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