Convergence of numerical solutions to stochastic pantograph equations with Markovian switching (Q732504)

The authors investigate the convergence of the Euler method for \(n\)-dimensional stochastic pantograph equations with Markovian switching of the form \[ dx(t)=\mu(x(t),x(qt),r(t))dt+\sigma(x(t),x(qt),r(t))dB_{t}, \] where \(0<q<1,\;r(t)\) is a right-continuous Markov chain taking values in a finite set, \(B_{t}\) is a standard \(m\)-dimensional Brownian motion.