Approximate solutions of stochastic differential delay equations with Markovian switching

DOI10.1080/10236190802695456zbMath1187.60046OpenAlexW2069146458MaRDI QIDQ5305976

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Publication date: 24 March 2010

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/16869/

zbMATH Keywords

local Lipschitz conditionEuler-Maruyama approximate solutionsstochastic delay population system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (10)

Analysis of a stochastic ratio-dependent one-predator and two-mutualistic-preys model with Markovian switching and Holling type III functional response ⋮ The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump ⋮ Hybrid stochastic functional differential equations with infinite delay: approximations and numerics ⋮ The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ Dynamical behavior of a stochastic delayed one-predator and two-mutualistic-prey model with Markovian switching and different functional responses ⋮ Permanence and asymptotical behavior of stochastic prey-predator system with Markovian switching ⋮ Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation ⋮ On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Cites Work

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• Dynamical behavior of Lotka-Volterra competition systems: non-autonomous bistable case and the effect of telegraph noise
• Evolution of predator-prey systems described by a Lotka-Volterra equation under random environment
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Stochastic population dynamics under regime switching
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Stochastic Differential Equations with Markovian Switching

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