Hybrid stochastic functional differential equations with infinite delay: approximations and numerics

DOI10.1016/J.JDE.2023.07.028MaRDI QIDQ6094876zbMATH OpenOpenAlexFDO

Authors Guozhen Li, Xiaoyue Li, Xuerong Mao, Guoting Song

Publication date 11 October 2023

Published in Journal of Differential Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.jde.2023.07.028

zbMATH Keywords

numerical solutionapproximate solutioninfinite delayfinite delaystochastic functional differential equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Probabilistic methods, stochastic differential equations (65Cxx)

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Cited in

(1)

• Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures

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