Divergence of the θ-Euler–Maruyama method for neutral stochastic differential equations with unbounded time-dependent delay and Markovian switching when θ∈(0,1]

Mathematics and Computers in Simulation 2026

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Authors: Aleksandra Petrović, Marija Milošević

DOI: 10.1016/j.matcom.2026.01.036

Cited by: 0

References: 21

Fields of Study & Subjects

Numerical methods for differential equations Stochastic processes and financial applications Nonlinear Differential Equations Analysis

References 21