Approximate solutions of stochastic differential delay equations with Markovian switching

DOI10.1080/10236190802695456zbMath1187.60046MaRDI QIDQ5305976

No author found.

Publication date: 24 March 2010

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/16869/

zbMATH Keywords

local Lipschitz condition; Euler-Maruyama approximate solutions; stochastic delay population system

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K20: Stability theory of functional-differential equations

34K50: Stochastic functional-differential equations

Related Items

The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching, On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps, Hybrid stochastic functional differential equations with infinite delay: approximations and numerics, Permanence and asymptotical behavior of stochastic prey-predator system with Markovian switching, Analysis of a stochastic ratio-dependent one-predator and two-mutualistic-preys model with Markovian switching and Holling type III functional response, The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump, Approximate solutions for a class of doubly perturbed stochastic differential equations, Dynamical behavior of a stochastic delayed one-predator and two-mutualistic-prey model with Markovian switching and different functional responses, Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation, Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Cites Work

• Unnamed Item
• Dynamical behavior of Lotka-Volterra competition systems: non-autonomous bistable case and the effect of telegraph noise
• Evolution of predator-prey systems described by a Lotka-Volterra equation under random environment
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Stochastic population dynamics under regime switching
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Stochastic Differential Equations with Markovian Switching