Strong convergence of tamed $\theta$-EM scheme for neutral SDDEs with   one-sided Lipschitz drift
  This paper is concerned with strong convergence of a tamed $\theta$-Euler-Maruyama scheme for neutral stochastic differential delay equations with superlinearly growing coefficients. We not only prove the strong convergence of implicit schemes, but also reveal the convergence rate for these equations driven by Brownian motion and pure jumps, respectively. 
Li Tan and Chenggui Yuan
math.PR