On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions

DOI10.1016/J.AMC.2013.12.093zbMath1410.34244OpenAlexW2001110806MaRDI QIDQ1644038

Wei Mao, Xuerong Mao

Publication date: 21 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/49283/

zbMATH Keywords

strong convergenceMarkovian switchingPoisson random measurenon-Lipschitz conditionsneutral SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Numerical solutions to stochastic differential and integral equations (65C30) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (9)

Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise ⋮ Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters ⋮ Delay-dependent robust stability of uncertain neutral-type Itô stochastic systems with Markovian jumping parameters ⋮ Exponential synchronization of delayed neutral-type neural networks with Lévy noise under non-Lipschitz condition ⋮ Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients ⋮ Numerical solutions of neutral stochastic functional differential equations with Markovian switching ⋮ Reinforcement learning based-adaptive tracking control for a class of semi-Markov non-Lipschitz uncertain system with unmatched disturbances ⋮ Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions ⋮ Stability of neutral-type neural network with Lévy noise and mixed time-varying delays

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