Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016)

Summary: We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in \(L^2\) sense as well as in probability under local Lipschitz condition and generalize the results obtained by \textit{Z. Fan} et al. [J. Math. Anal. Appl. 325, No. 2, 1142--1159 (2007; Zbl 1107.60030)], \textit{M. Milošević} and \textit{M. Jovanović} [Math. Comput. Modelling 53, No. 1--2, 280--293 (2011; Zbl 1211.65009)], and \textit{G. Marion}, \textit{X. Mao} and \textit{E. Renshaw} [``Convergence of the Euler scheme for a class of stochastic differential equation'', Int. Math. J. 1, No. 1, 9--22 (2002)] to cover a class of more general stochastic pantograph differential equations with jumps. Finally, an illustrative example is given to demonstrate our established theory.