Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps
DOI10.1155/2013/420648zbMATH Open1322.60136OpenAlexW2100985848WikidataQ58916249 ScholiaQ58916249MaRDI QIDQ2015529FDOQ2015529
Authors: Zhenyu Lu, Tingya Yang, Yanhan Hu, Junhao Hu 
Publication date: 23 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/420648
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Cites Work
- Stochastic differential equations and applications.
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- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- A note on convergence of semi-implicit Euler methods for stochastic pantograph equations
- Exponential Stabilization of a Class of Stochastic System With Markovian Jump Parameters and Mode-Dependent Mixed Time-Delays
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Convergence rate of numerical solutions to SFDEs with jumps
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
- The \(\alpha \)th moment stability for the stochastic pantograph equation
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions
- Convergence rate of EM scheme for SDDEs
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
Cited In (4)
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
- Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
- Convergence rate of numerical solutions to SFDEs with jumps
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