The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching
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Publication:5111988
DOI10.1142/S0219876219500142WikidataQ128503384 ScholiaQ128503384MaRDI QIDQ5111988
Qian Guo, Weijun Zhan, Yuhao Cong
Publication date: 27 May 2020
Published in: International Journal of Computational Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.07635
Markovian switchingvariable delaystochastic delay differential equationssuper-linearpartially truncated Euler-Maruyama
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (3)
Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching ⋮ Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps ⋮ The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
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