@Article{JCM-38-903,
author = {Zhang , Wei},
title = {Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching},
journal = {Journal of Computational Mathematics},
year = {2020},
volume = {38},
number = {6},
pages = {903--932},
abstract = {<p style="text-align: justify;">The key aim of this paper is to show the strong convergence of the truncated Euler-Maruyama method for neutral stochastic differential delay equations (NSDDEs) with
Markovian switching (MS) without the linear growth condition. We present the truncated Euler-Maruyama method of NSDDEs-MS and consider its moment boundedness under
the local Lipschitz condition plus Khasminskii-type condition. We also study its strong
convergence rates at time $T$ and over a finite interval $[0, T]$. Some numerical examples are
given to illustrate the theoretical results.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1906-m2018-0237},
url = {http://global-sci.org/intro/article_detail/jcm/16973.html}
}