A general four-condition patching argument gives time-uniform strong error bounds for SDDE numerical methods, applied to backward and truncated Euler-Maruyama methods and to invariant measures.
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Strong convergence in the infinite horizon of numerical methods for stochastic delay differential equations
A general four-condition patching argument gives time-uniform strong error bounds for SDDE numerical methods, applied to backward and truncated Euler-Maruyama methods and to invariant measures.