Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching

DOI10.1016/J.NAHS.2023.101409MaRDI QIDQ6052182zbMATH OpenOpenAlexFDO

Authors Ky Tran, George Yin

Publication date 21 September 2023

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nahs.2023.101409

zbMATH Keywords

Euler-Maruyama approximationimpulsive perturbationMarkovian switchingstochastic functional differential equation

Mathematics Subject Classification ID

Hybrid systems of functional-differential equations (34K34) Stochastic functional-differential equations (34K50) Diffusion processes (60J60) Processes in random environments (60K37) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Stochastic functional differential equations with Markovian switching and non-Lipschitz coefficients
• Approximations of numerical method for neutral stochastic functional 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
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching

Cites work

• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• Asymptotical stability of numerical methods for semi-linear impulsive differential equations
• Continuous-time Markov chains. An applications-oriented approach
• Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
• Explicit numerical approximation for an impulsive stochastic age-structured HIV infection model with Markovian switching
• Exponential stability of impulsive stochastic differential equations with Markovian switching
• Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching
• Exponential stability of the exact solutions and the numerical solutions for a class of linear impulsive delay differential equations
• Global exponential stability of impulsive stochastic functional differential systems
• scientific article; zbMATH DE number 5974983 (Why is no real title available?)
• scientific article; zbMATH DE number 45101 (Why is no real title available?)
• scientific article; zbMATH DE number 5238323 (Why is no real title available?)
• Hybrid switching diffusions. Properties and applications
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Numerical Solutions of Stochastic Functional Differential Equations
• On numerical approximation of a delay differential equation with impulsive self-support condition
• On stability of solutions of stochastic delay differential equations
• Stability analysis of impulsive functional differential equations
• Stochastic Differential Equations with Markovian Switching
• Stochastic functional Kolmogorov equations. I: Persistence
• Stochastic functional Kolmogorov equations. II: Extinction

Cited in

(7)

• Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching
• Stochastic functional differential equations with Markovian switching and non-Lipschitz coefficients
• Numerical approximations of stochastic delay differential equations with delayed impulses
• Exponential contraction in impulsive stochastic differential equations: analysis of exact and numerical solutions
• Numerical solutions of neutral stochastic functional differential equations with Markovian switching
• L^2-exponential stability and impulsive stabilization of neutral stochastic delay differential equations
• Impulsive stochastic functional differential equations with Markovian switching: study of exponential stability from a numerical solution point of view

This page was built for publication: Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6052182)