Numerical solutions of neutral stochastic functional differential equations with Markovian switching

DOI10.1186/s13662-019-1957-zzbMath1458.65009OpenAlexW2946169013WikidataQ128310398 ScholiaQ128310398MaRDI QIDQ667989

Huabin Chen, Yuru Hu, Chenggui Yuan

Publication date: 4 March 2019

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

Full work available at URL: https://doi.org/10.1186/s13662-019-1957-z

zbMATH Keywords

strong convergenceMarkov chainneutral stochastic functional differential equationsEuler-Maruyama methodstability in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps ⋮ Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay

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