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Approximations of numerical method for neutral stochastic functional differential equations with markovian switching
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نویسنده
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yang h. ,jiang f.
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منبع
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journal of applied mathematics - 2012 - دوره : 2012 - شماره : 0
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چکیده
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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. © 2012 hua yang and feng jiang.
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آدرس
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school of mathematics and computer science,wuhan polytechnic university, China, school of statistics and mathematics,zhongnan university of economics and law, China
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Authors
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