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In this paper, we investigate the convergence of the tamed Euler-Maruyama(EM) scheme for a class of neutral stochastic differential delay equations. Thestrong convergence results of the tamed EM scheme are presented under globaland local non-Lipschitz conditions, respectively. Moreover, under a globalLipschitz condition, we provide the rate of the convergence of tamed EM, whichis smaller than the rate convergence of classical EM scheme one half.

Tamed EM scheme of Neutral Stochastic Differential Delay Equations