Convergence of Euler-Maruyama Methods for Nonlinear Stochastic Delay Differential Equations
Convergence of Euler-Maruyama Methods for Nonlinear Stochastic Delay Differential Equations
Huang Shan
2007
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TLDR
It is proved that the Euler-Maruyama methods with linear interpolation procedure is convergent, and the results can be regarded as a partial extension of the similar conclusions in the present documents.