Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps

DOI10.1155/2013/420648zbMath1322.60136OpenAlexW2100985848WikidataQ58916249 ScholiaQ58916249MaRDI QIDQ2015529

Zhenyu Lu, Yanhan Hu, Junhao Hu, Tingya Yang

Publication date: 23 June 2014

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/420648

zbMATH Keywords

convergence ratesEuler-Maruyama schemestochastic pantograph equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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