{
  "id": "1303.0017",
  "version": "v2",
  "published": "2013-02-28T21:10:00.000Z",
  "updated": "2013-03-06T00:29:13.000Z",
  "title": "Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay under Local Lipschitz Condition",
  "authors": [
    "Chaman Kumar",
    "Sotirios Sabanis"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only continuity in the arguments corresponding to delays. Furthermore, the rate of convergence is obtained under one-sided and polynomial Lipschitz conditions. Finally, our findings are demonstrated with the help of numerical simulations.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-03-06T00:29:13.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H99"
    ],
    "keywords": [
      "local lipschitz condition",
      "stochastic differential equations",
      "euler approximations",
      "strong convergence",
      "stochastic delay differential equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1303.0017K"
    }
  }
}