Numerical solutions of neutral stochastic functional differential equations with Markovian switching
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Publication:667989
DOI10.1186/S13662-019-1957-ZzbMATH Open1458.65009OpenAlexW2946169013WikidataQ128310398 ScholiaQ128310398MaRDI QIDQ667989FDOQ667989
Authors: Yuru Hu, Huabin Chen, Chenggui Yuan 
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
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Cites Work
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Cited In (8)
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
- Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
- Dynamic properties of neutral stochastic differential equations with Markovian switching
- Numerical approximation of nonlinear neutral stochastic functional differential equations
- Neutral stochastic functional differential equations with Markovian switchings
- Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
- Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
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