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 |
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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 |
| _version_ | 1819145017674956800 |
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| author | Yuru Hu Huabin Chen Chenggui Yuan |
| author_facet | Yuru Hu Huabin Chen Chenggui Yuan |
| author_sort | Yuru Hu |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-22T12:51:21Z |
| format | Article |
| id | doaj.art-26d0fa4cc57a4f9e884edef046e50c77 |
| institution | Directory Open Access Journal |
| issn | 1687-1847 |
| language | English |
| last_indexed | 2024-12-22T12:51:21Z |
| publishDate | 2019-02-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Advances in Difference Equations |
| spelling | doaj.art-26d0fa4cc57a4f9e884edef046e50c772022-12-21T18:25:12ZengSpringerOpenAdvances in Difference Equations1687-18472019-02-012019112510.1186/s13662-019-1957-zNumerical solutions of neutral stochastic functional differential equations with Markovian switchingYuru Hu0Huabin Chen1Chenggui Yuan2Department of Mathematics, School of Sciences, Nanchang UniversityDepartment of Mathematics, School of Sciences, Nanchang UniversityDepartment of Mathematics, Swansea UniversityAbstract 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.http://link.springer.com/article/10.1186/s13662-019-1957-zEuler–Maruyama methodStability in distributionNeutral stochastic functional differential equationsMarkov chainStrong convergence |
| spellingShingle | Yuru Hu Huabin Chen Chenggui Yuan Numerical solutions of neutral stochastic functional differential equations with Markovian switching Advances in Difference Equations Euler–Maruyama method Stability in distribution Neutral stochastic functional differential equations Markov chain Strong convergence |
| title | Numerical solutions of neutral stochastic functional differential equations with Markovian switching |
| title_full | Numerical solutions of neutral stochastic functional differential equations with Markovian switching |
| title_fullStr | Numerical solutions of neutral stochastic functional differential equations with Markovian switching |
| title_full_unstemmed | Numerical solutions of neutral stochastic functional differential equations with Markovian switching |
| title_short | Numerical solutions of neutral stochastic functional differential equations with Markovian switching |
| title_sort | numerical solutions of neutral stochastic functional differential equations with markovian switching |
| topic | Euler–Maruyama method Stability in distribution Neutral stochastic functional differential equations Markov chain Strong convergence |
| url | http://link.springer.com/article/10.1186/s13662-019-1957-z |
| work_keys_str_mv | AT yuruhu numericalsolutionsofneutralstochasticfunctionaldifferentialequationswithmarkovianswitching AT huabinchen numericalsolutionsofneutralstochasticfunctionaldifferentialequationswithmarkovianswitching AT chengguiyuan numericalsolutionsofneutralstochasticfunctionaldifferentialequationswithmarkovianswitching |