Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps
type: Item
instance of: scholarly article
title: Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps
zbMATH Open document ID: 1322.60136
DOI: 10.1155/2013/420648
author: Zhenyu Lu
author: Tingya Yang
author: Yanhan Hu
author: Junhao Hu
published in: Abstract and Applied Analysis
publication date: 2014-06-23T00:00:00Z
review text: Summary: The sufficient conditions of existence and uniqueness of the solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps are given. It is proved that the Euler-Maruyama scheme for nonlinear stochastic pantograph equations with Markovian switching and Brownian motion is of convergence with strong order 1/2. For nonlinear stochastic pantograph equations with Markovian switching and pure jumps, it is best to use the mean-square convergence, and the order of mean-square convergence is close to 1/2.
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6306822
zbMATH Keywords: stochastic pantograph equations
zbMATH Keywords: Euler-Maruyama scheme
zbMATH Keywords: convergence rates
Wikidata QID: Q58916249
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2013/420648
OpenAlex ID: W2100985848
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description: scientific article; zbMATH DE number 6306822