Numerical solutions of neutral stochastic functional differential equations with Markovian switching

DOI10.1186/s13662-019-1957-zzbMath1458.65009MaRDI QIDQ667989

Chenggui Yuan, Huabin Chen, Yuru Hu

Publication date: 4 March 2019

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

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

zbMATH Keywords

strong convergence; Markov chain; neutral stochastic functional differential equations; Euler-Maruyama method; stability in distribution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K50: Stochastic functional-differential equations

65C30: Numerical solutions to stochastic differential and integral equations