Numerical solutions of neutral stochastic functional differential equations with Markovian switching

DOI10.1186/s13662-019-1957-zzbMath1458.65009WikidataQ128310398 ScholiaQ128310398MaRDI QIDQ667989

Huabin Chen, Yuru Hu, Chenggui Yuan

Publication date: 4 March 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-1957-z

zbMATH Keywords

strong convergence; Markov chain; neutral stochastic functional differential equations; Euler-Maruyama method; stability in distribution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K50: Stochastic functional-differential equations

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay, Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps

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