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.
Buckwar, The Theta-Maruyama scheme for stochastic f unctional differential equations with distributed memory term, Monte Carlo Methods Appl
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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.