Approximations of Numerical Method for Neutral Stochastic Functional Differential Equations with Markovian Switching
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-32, 32 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-30
Country of Publication
Egypt
No. of Pages
32
Main Subjects
Abstract EN
Stochastic systems with Markovian switching have been used in a variety of application areas, including biology, epidemiology, mechanics, economics, and finance.
In this paper, we study the Euler-Maruyama (EM) method for neutral stochastic functional differential equations with Markovian switching.
The main aim is to show that the numerical solutions will converge to the true solutions.
Moreover, we obtain the convergence order of the approximate solutions.
American Psychological Association (APA)
Yang, Hua& Jiang, Feng. 2012. Approximations of Numerical Method for Neutral Stochastic Functional Differential Equations with Markovian Switching. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-32.
https://search.emarefa.net/detail/BIM-993539
Modern Language Association (MLA)
Yang, Hua& Jiang, Feng. Approximations of Numerical Method for Neutral Stochastic Functional Differential Equations with Markovian Switching. Journal of Applied Mathematics No. 2012 (2012), pp.1-32.
https://search.emarefa.net/detail/BIM-993539
American Medical Association (AMA)
Yang, Hua& Jiang, Feng. Approximations of Numerical Method for Neutral Stochastic Functional Differential Equations with Markovian Switching. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-32.
https://search.emarefa.net/detail/BIM-993539
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993539
