Numerical solutions of neutral stochastic functional differential equations with Markovian switching (Q667989)

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scientific article; zbMATH DE number 7031867
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Numerical solutions of neutral stochastic functional differential equations with Markovian switching
scientific article; zbMATH DE number 7031867

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    Numerical solutions of neutral stochastic functional differential equations with Markovian switching (English)
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    4 March 2019
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    Euler-Maruyama method
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    stability in distribution
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    neutral stochastic functional differential equations
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    Markov chain
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    strong convergence
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