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  • 标题:Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
  • 本地全文:下载
  • 作者:Shuaibin Gao ; Junhao Hu
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2020
  • 卷号:2020
  • 期号:1
  • 页码:1-37
  • DOI:10.1186/s13662-020-03113-x
  • 出版社:Hindawi Publishing Corporation
  • 摘要:In this paper, we establish a partially truncated Euler–Maruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. We investigate the strong convergence rate and almost sure exponential stability of the numerical solutions under the generalized Khasminskii-type condition.
  • 关键词:Partially truncated Euler–Maruyama method ; Neutral stochastic differential delay equations ; Markovian switching ; Highly nonlinear and nonautonomous equations
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