A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
DOI10.1016/J.MCM.2010.08.016zbMATH Open1211.65009OpenAlexW2091127808MaRDI QIDQ534838FDOQ534838
Authors: M. Milosevic, Miljana Jovanović 
Publication date: 10 May 2011
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2010.08.016
Recommendations
- Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
- An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition
- On the approximations of solutions to stochastic differential equations under polynomial condition
- Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps
- Asymptotic stability of stochastic pantograph differential equations with Markovian switching
- Taylor approximations for stochastic partial differential equations
- A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
- A Taylor approximation method of stochastic integro-differential equations
- Taylor approximation of stochastic functional differential equations with the Poisson jump
Taylor approximationMarkovian switchingpantograph stochastic differential equations\(L_p\) convergencea.s. convergence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Continuous-time Markov processes on discrete state spaces (60J27) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Stochastic Differential Equations with Markovian Switching
- An approximate method via Taylor series for stochastic functional differential equations
- Continuous \(\Theta\)-methods for the stochastic pantograph equation
- On a Functional Differential Equation
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
- Stochastic differential delay equations with Markovian switching
- Title not available (Why is that?)
- An analytic approximation of solutions of stochastic differential equations
- An analytic approximate method for solving stochastic integrodifferential equations
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
- Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
Cited In (17)
- Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
- Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
- Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
- Convergence of numerical solutions to stochastic differential equations with Markovian switching
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
- Stability of highly nonlinear neutral stochastic differential delay equations
- On the approximations of solutions to stochastic differential equations under polynomial condition
- Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations
- Modified Chebyshev collocation method for pantograph-type differential equations
- A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
- Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
- A new numerical method to solve pantograph delay differential equations with convergence analysis
- Taylor polynomial method and error estimation for a kind of mixed Volterra-Fredholm integral equations
This page was built for publication: A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q534838)
