{
  "id": "1807.08983",
  "version": "v1",
  "published": "2018-07-24T09:19:52.000Z",
  "updated": "2018-07-24T09:19:52.000Z",
  "title": "Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations",
  "authors": [
    "Guangqiang Lan",
    "Qiushi Wang"
  ],
  "comment": "21 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "The aim of this paper is to investigate strong convergence of modified truncated Euler-Maruyama method for neutral stochastic differential delay equations introduced in Lan (2018). Strong convergence rates of the given numerical scheme to the exact solutions at fixed time $T$ are obtained under local Lipschitz and Khasminskii-type conditions. Moreover, convergence rates over a time interval $[0,T]$ are also obtained under additional polynomial growth condition on $g$ without the weak monotonicity condition (which is usually the standard assumption to obtain the convergence rate). Two examples are presented to interpret our conclusions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-07-24T09:19:52.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "65C30",
      "65L20"
    ],
    "keywords": [
      "neutral stochastic differential delay equations",
      "strong convergence rates",
      "modified truncated em methods"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}