Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps (Q2015529)
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scientific article; zbMATH DE number 6306822
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| English | Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps |
scientific article; zbMATH DE number 6306822 |
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Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps (English)
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23 June 2014
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Summary: The sufficient conditions of existence and uniqueness of the solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps are given. It is proved that the Euler-Maruyama scheme for nonlinear stochastic pantograph equations with Markovian switching and Brownian motion is of convergence with strong order 1/2. For nonlinear stochastic pantograph equations with Markovian switching and pure jumps, it is best to use the mean-square convergence, and the order of mean-square convergence is close to 1/2.
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stochastic pantograph equations
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Euler-Maruyama scheme
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convergence rates
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