Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching

DOI10.1016/J.AMC.2016.03.040zbMath1410.60077OpenAlexW2342534659MaRDI QIDQ1733520

Yangzi Hu, Shaobo Zhou

Publication date: 21 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2016.03.040

zbMATH Keywords

strong convergenceexponential stabilityMarkovian switchingmoment boundednessbackward Euler-Maruyama methodpolynomial growth conditions

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations ⋮ Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay ⋮ Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient ⋮ Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients ⋮ Application of hat basis functions for solving two-dimensional stochastic fractional integral equations ⋮ The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

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