Numerical Solution to Hybrid Stochastic Differential Systems

DOI10.1080/07362990701857293zbMath1143.65007OpenAlexW2033024907MaRDI QIDQ5459761

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Publication date: 29 April 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701857293

zbMATH Keywords

numerical exampleuniform convergencestochastic differential equationsnumerical stabilityItô-type equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Numerical solution of hybrid fuzzy differential equation IVPs by a characterization theorem

Cites Work

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• Modal estimation in hybrid systems
• A model for stochastic hybrid systems with application to communication networks
• Continuous Markov processes and stochastic equations
• Numerical Treatment of Stochastic Differential Equations
• Stability of hybrid dynamic systems containing singularly perturbed random processes

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