Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-06-12
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps.
We prove that the approximate solutions converge to the true solutions in L2 sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al.
(2007), Milošević and Jovanović (2011), and Marion et al.
(2002) to cover a class of more general stochastic pantograph differential equations with jumps.
Finally, an illustrative example is given to demonstrate our established theory.
American Psychological Association (APA)
Mao, Wei& Mao, Xuerong. 2013. Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-15.
https://search.emarefa.net/detail/BIM-493091
Modern Language Association (MLA)
Mao, Wei& Mao, Xuerong. Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps. Abstract and Applied Analysis No. 2013 (2013), pp.1-15.
https://search.emarefa.net/detail/BIM-493091
American Medical Association (AMA)
Mao, Wei& Mao, Xuerong. Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-15.
https://search.emarefa.net/detail/BIM-493091
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-493091