Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching (Q1733520): Difference between revisions

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Language	Label	Description	Also known as
English	Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching	scientific article

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scholarly article

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Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching (English)

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Applied Mathematics and Computation

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publication date

21 March 2019

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zbMATH Keywords

strong convergence

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polynomial growth conditions

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moment boundedness

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backward Euler-Maruyama method

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Markovian switching

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exponential stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.amc.2016.03.040

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DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE

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Continuous \(\Theta\)-methods for the stochastic pantograph equation

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Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space

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Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

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The \(\alpha \)th moment stability for the stochastic pantograph equation

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Controllability of neutral functional differential equations with infinite delay

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Stochastic Kolmogorov-type population dynamics with infinite distributed delays

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Convergence of numerical solutions to stochastic pantograph equations with Markovian switching

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Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks

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Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations

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Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations

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A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching

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Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

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The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay

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A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay

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Exponential stability for nonlinear hybrid stochastic pantograph equations and numerical approximation

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Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation

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Stochastic functional differential equations with infinite delay

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Stochastic Kolmogorov-type system with infinite delay

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Almost surely exponential stability of numerical solutions for stochastic pantograph equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.AMC.2016.03.040

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Sitelinks

Mathematics(1 entry)

mardi Publication:1733520

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