Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching

DOI10.1186/s13662-020-03113-xzbMath1486.65008OpenAlexW3112611815WikidataQ115241308 ScholiaQ115241308MaRDI QIDQ2138859

Junhao Hu, Shuaibin Gao

Publication date: 12 May 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-020-03113-x

zbMATH Keywords

Markovian switchingpartially truncated Euler-Maruyama methodneutral stochastic differential delay equationshighly nonlinear and nonautonomous equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps

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