Approximate solutions of stochastic differential delay equations with Markovian switching

Li, Xiaoyue and Mao, Xuerong and Shen, Yi (2010) Approximate solutions of stochastic differential delay equations with Markovian switching. Journal of Difference Equations and Applications, 16 (2-3). pp. 195-207. ISSN 1023-6198 (https://doi.org/10.1080/10236190802695456)

Preview

Text. Filename: strathprints016869.pdf Accepted Author Manuscript Download (117kB)| Preview

Abstract

Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local Lipschitz condition. As an application, our results are used to discuss a stochastic delay population system with Markovian switching.

ORCID iDs

Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864

• Share and Export
  

  RDF+XMLBibTeXRIOXX2 XMLRDF+N-TriplesJSONDublin CoreAtomSimple MetadataReferMETSHTML CitationASCII CitationOpenURL ContextObjectEndNoteOpenURL ContextObject in SpanMODSMPEG-21 DIDLEP3 XMLData Cite XMLRIS (EndNote Online, Zotero, Ref manager, etc)RDF+N3Multiline CSV
• Item metadata

  Item type:	Article
  ID code:	16869
  Dates:	Date Event 24 February 2010 Published
  Subjects:	Science > Mathematics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Mrs Carolynne Westwood
  Date deposited:	22 Mar 2010 12:19
  Last modified:	15 Nov 2024 01:04
  Related URLs:	Scopus publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/16869