Some analytic approximations for neutral stochastic functional differential equations

DOI10.1016/J.AMC.2010.09.033MaRDI QIDQ618045zbMATH OpenOpenAlexFDO

Authors Svetlana Janković, Maja Vasilova, Marija Krstić

Publication date 14 January 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.09.033

zbMATH Keywords

approximate solutionsneutral stochastic functional differential equation\(Z\)-algorithmconvergence with probability one and in \(p\)th mean

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25)

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• Stability of functional differential equations
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Cited in

(10)

• On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions
• Approximation of non-Lipschitz SDEs by Picard iterations
• scientific article; zbMATH DE number 2073942 (Why is no real title available?)
• Second-order algorithm for simulating stochastic differential equations with white noises
• Stochastic impulsive fractional differential evolution equations with infinite delay
• Numerical approximation of nonlinear neutral stochastic functional differential equations
• Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
• Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
• Trotter-Kato approximations of stochastic neutral partial functional differential equations
• Some analytic approximations for backward stochastic differential equations

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