{"paper":{"title":"Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Guangqiang Lan, Qiushi Wang","submitted_at":"2018-07-24T09:19:52Z","abstract_excerpt":"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 "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1807.08983","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}