Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions

DOI10.1155/2012/696849zbMath1251.65004OpenAlexW2117582198WikidataQ58907182 ScholiaQ58907182MaRDI QIDQ1760810

Ling Zhang, Minghui Song

Publication date: 15 November 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/696849

zbMATH Keywords

stochastic differential equationsEuler methodpiecewise continuous arguments

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
• Retarded differential equations with piecewise constant delays
• A note on the LaSalle-type theorems for stochastic differential delay equations
• Stability of regime-switching stochastic differential equations
• Stochastic Differential Equations with Markovian Switching
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