Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition

Min Li, Chengming Huang. Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. Applied Mathematics and Computation, 366, 2020. [doi]

@article{LiH20-0,
  title = {Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition},
  author = {Min Li and Chengming Huang},
  year = {2020},
  doi = {10.1016/j.amc.2019.124733},
  url = {https://doi.org/10.1016/j.amc.2019.124733},
  researchr = {https://researchr.org/publication/LiH20-0},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {366},
}