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Open Access Research Article

Convergence regarding EM schemes over neutral type SFDEs at space Cu with undetermined delay

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pp. 137–144Vol. 29Issue 1January 2026DOI: 10.47974/JIM-2251XML
Received:
11 Mar 2025
Published Online:
14 Jan 2026
Article type:
Research Article
Language:
EN
Article no.:
JIM-2251
Pages:
137–144

Abstract

This work investigates the convergence of the EM approximation for neutral-type stochastic FDEs with infinite delay in the space Cu. To ensure numerical accuracy and stability for systems with memory effects, we extend the analysis to demonstrate the squared mean convergence of the EM scheme to the exact solution under Lipschitz conditions. Asker’s work on distribution stability is expanded upon here. A numerical illustration of the impact of time step size on accuracy empirically supported the theoretical conclusions.

Keywords

Subject Classifications

60H1065C30

References

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