Numerical solutions of neutral stochastic functional differential equations with Markovian switching

Numerical solutions of neutral stochastic functional differential equations with Markovian switching

Abstract Until now, the theories about the convergence analysis, the almost surely and mean square exponential stability of the numerical solution for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) have been well established, but there are very few research...

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Bibliographic Details
Main Authors: Yuru Hu, Huabin Chen, Chenggui Yuan
Format: Article
Language:English
Published: SpringerOpen 2019-02-01
Series:Advances in Difference Equations
Subjects:
Euler–Maruyama method
Stability in distribution
Neutral stochastic functional differential equations
Markov chain
Strong convergence
Online Access:http://link.springer.com/article/10.1186/s13662-019-1957-z

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http://link.springer.com/article/10.1186/s13662-019-1957-z

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