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zbMath1224.34262MaRDI QIDQ3072024

Liqun Cen, Shaobo Zhou

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markovian switching local Lipschitz condition Poisson jump Euler-Maruyama method

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition ⋮ Numerical approximation of nonlinear neutral stochastic functional differential equations

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