Journal of Jilin University Science Edition
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LIU Guoqing, ZHANG Ling
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The authors used the exponential Euler method to make the numerical solution convergence for semi\|linear stochastic variable delay differential equation under the global Lipschitz condition and the linear growth condition, and the numerical solutions converge to the exact solution. The convergence order is 1/2min{1,γ}, γ∈(0,1].
Key words: stochastic variable delay differential equation, exponential Euler method, Lipschitz condition, It formula, strong convergence
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LIU Guoqing, ZHANG Ling. Convergence of Numerical Solutions for SemilinearStochastic Variable Delay Differential Equations[J].Journal of Jilin University Science Edition, 2014, 52(03): 451-459.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2014/V52/I03/451
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