Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps
Joint Authors
Hu, Yanhan
Lu, Zhenyu
Yang, Tingya
Hu, Junhao
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-06-26
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
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 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.
American Psychological Association (APA)
Lu, Zhenyu& Yang, Tingya& Hu, Yanhan& Hu, Junhao. 2013. Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-470841
Modern Language Association (MLA)
Lu, Zhenyu…[et al.]. Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps. Abstract and Applied Analysis No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-470841
American Medical Association (AMA)
Lu, Zhenyu& Yang, Tingya& Hu, Yanhan& Hu, Junhao. Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-470841
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-470841