Numerical solutions of neutral stochastic functional differential equations with Markovian switching
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Publication:667989
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
strong convergence; Markov chain; neutral stochastic functional differential equations; Euler-Maruyama method; stability in distribution
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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