Numerical solutions of neutral stochastic functional differential equations with Markovian switching

DOI10.1186/S13662-019-1957-ZMaRDI QIDQ667989zbMATH OpenOpenAlexWikidataFDO

Authors Yuru Hu, Huabin Chen, Chenggui Yuan

Publication date 4 March 2019

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-019-1957-z

zbMATH Keywords

Markov chainstrong convergenceneutral stochastic functional differential equationsEuler-Maruyama methodstability in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching
• scientific article; zbMATH DE number 5238323
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
• Numerical solutions of stochastic differential equations with multi-Markovian switching
• Neutral stochastic functional differential equations with Markovian switchings
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Numerical approximation of nonlinear neutral stochastic functional differential equations
• Convergence of numerical solutions to stochastic differential equations with Markovian switching
• Convergence of numerical solutions to stochastic differential equations with Markovian switching

Cites work

• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• scientific article; zbMATH DE number 2003637 (Why is no real title available?)
• Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Continuous-time Markov chains. An applications-oriented approach
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Delay differential equations: with applications in population dynamics
• Exponential Stability of Coupled Linear Delay Time-Varying Differential–Difference Equations
• Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
• Exponential stability in mean square of neutral stochastic differential functional equations
• Exponential stability of numerical solution to neutral stochastic functional differential equation
• Hybrid switching diffusions. Properties and applications
• Invariant probability measures for path-dependent random diffusions
• Neutral Stochastic Differential Delay Equations with Markovian Switching
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Numerical Solutions of Stochastic Functional Differential Equations
• On stability in distribution of stochastic differential delay equations with Markovian switching
• On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions
• Stability Analysis of Time-Varying Neutral Time-Delay Systems
• Stability analysis for stochastic hybrid systems: a survey
• Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
• Stability in distribution of neutral stochastic functional differential equations
• Stability in distribution of neutral stochastic functional differential equations with Markovian switching
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Stability of functional differential equations
• Stochastic Differential Equations with Markovian Switching

Cited in

(8)

• Numerical approximation of nonlinear neutral stochastic functional differential equations
• Dynamic properties of neutral stochastic differential equations with Markovian switching
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
• Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
• Neutral stochastic functional differential equations with Markovian switchings
• Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
• Stability in distribution of neutral stochastic functional differential equations with Markovian switching

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q667989)