Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311)
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scientific article; zbMATH DE number 5564247
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| English | Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching |
scientific article; zbMATH DE number 5564247 |
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Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (English)
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11 June 2009
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The Euler-Maruyama method for neutral stochastic delay differential equation with Markovian switching is considered.
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neutral stochastic delay differential equation
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Euler-Maruyama method
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Markovian switching
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0.9738052
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0.95634705
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0.9549389
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0.9549389
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0.95344514
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0.94936585
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