Convergence of numerical solutions to stochastic delay differential equations with Markovian swithing under non-Lipschitz conditions

zbMATH Open1399.65011MaRDI QIDQ3175892FDOQ3175892

Authors: Zhencheng Fan 

Publication date: 18 July 2018

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zbMATH Keywords

Euler methodMarkovian switchingstochastic delay differential equationone-sided Lipschitz conditionpolynomial growth condition

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (14)

• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions
• Convergence of numerical solutions to stochastic differential equations with Markovian switching
• Convergence of numerical solutions to stochastic differential equations with Markovian switching
• Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Mean square convergence and stability of balanced methods for stochastic variable delay differential equations
• Stochastic functional differential equations with Markovian switching and non-Lipschitz coefficients
• Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions
• Convergence and stability of numerical solutions to SDDEs with Markovian switching
• The numerical solutions of stochastic differential equations with variable delay and Markovian switching
• Convergence of numerical solution to stochastic delay functional differential equations with Poisson jump and Markovian switching
• Numerical solutions of regime-switching functional diffusions with infinite delay
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
• Approximate solutions of stochastic differential delay equations with Markovian switching

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