A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching

DOI10.1016/j.mcm.2010.08.016zbMath1211.65009MaRDI QIDQ534838

Marija Milošević, 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

zbMATH Keywords

Taylor approximation; Markovian switching; pantograph stochastic differential equations; \(L_p\) convergence; a.s. convergence

Mathematics Subject Classification ID

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

34K50: Stochastic functional-differential equations

65C30: Numerical solutions to stochastic differential and integral equations

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation, Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method, Taylor polynomial method and error estimation for a kind of mixed Volterra-Fredholm integral equations, The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps, Stability of highly nonlinear neutral stochastic differential delay equations, Modified Chebyshev collocation method for pantograph-type differential equations, Almost surely exponential stability of numerical solutions for stochastic pantograph equations, Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching, Convergence of numerical solutions to stochastic differential equations with Markovian switching, Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations, Approximate solutions of hybrid stochastic pantograph equations with Levy jumps

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