pith. sign in

arxiv: 1804.07635 · v2 · pith:XMNLVUFYnew · submitted 2018-04-19 · 🧮 math.NA · cs.NA

The Partially Truncated Euler-Maruyama Method for super-linear Stochastic Delay Differential Equations with variable delay and Markovian switching

classification 🧮 math.NA cs.NA
keywords delaymarkoviansuper-linearswitchingvariabledifferentialequationseuler-maruyama
0
0 comments X
read the original abstract

A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to develop the partially truncated Euler-Maruyama (EM) method for the super-linear SDDEs with variable delay and Markovian switching, and investigate the convergence and stability properties of the numerical solution under the generalized Khasminskii0type condition.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.