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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-02-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-019-1957-z |
| Summary: | 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 works concentrating on the stability in distribution of numerical solution. This paper will pay attention to the stability in distribution of numerical solution of NSFDEwMSs. The strong mean square convergence analysis is also discussed. |
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| ISSN: | 1687-1847 |