Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
DOI10.1016/J.NAHS.2023.101409zbMATH Open1520.65008OpenAlexW4385976762MaRDI QIDQ6052182FDOQ6052182
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
Euler-Maruyama approximationMarkovian switchingstochastic functional differential equationimpulsive perturbation
Diffusion processes (60J60) Stochastic functional-differential equations (34K50) Processes in random environments (60K37) Numerical solutions to stochastic differential and integral equations (65C30) Hybrid systems of functional-differential equations (34K34)
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Cited In (3)
- 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
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