A Note on Numerical Solutions of Stochastic Functional Differential Equations with Markovian Switching.

Chenggui Yuan, Xuerong Mao

Abstract


In this paper, we will extend the results of [12] and [13] to the stochastic functional differential equations with Markovian switching (SFDEwMSs) and establish the strong square convergence theory for SFDEwMSs under local Lipschitz condition and the linear growth condition.

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