The truncated Euler-Maruyama method achieves strong segment convergence for super-linear SFDEs, supported by uniform moment boundedness and L2 error estimates between continuous and step segments.
Zhou, Invariant measure of approximating method for stochastic functional di fferential equation, Communications on Applied Mathematics and Compu tation (2025) 1–21
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Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
The truncated Euler-Maruyama method achieves strong segment convergence for super-linear SFDEs, supported by uniform moment boundedness and L2 error estimates between continuous and step segments.