{
  "id": "1701.00223",
  "version": "v1",
  "published": "2017-01-01T10:01:38.000Z",
  "updated": "2017-01-01T10:01:38.000Z",
  "title": "Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients",
  "authors": [
    "Li Tan",
    "Chenggui Yuan"
  ],
  "comment": "26",
  "categories": [
    "math.PR"
  ],
  "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 $\\theta$-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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-01-01T10:01:38.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "65C30",
      "65L20"
    ],
    "keywords": [
      "non-globally lipschitz continuous coefficients",
      "convergence rates",
      "stochastic differential delay equations",
      "neutral sddes",
      "coefficients obey locally lipschitz"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}