Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
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DOI: 10.1016/j.amc.2016.03.040
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References listed on IDEAS
- Wu, Fuke & Hu, Shigeng, 2011. "Khasminskii-type theorems for stochastic functional differential equations with infinite delay," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1690-1694, November.
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- Zhan, Weijun & Gao, Yan & Guo, Qian & Yao, Xiaofeng, 2019. "The partially truncated Euler–Maruyama method for nonlinear pantograph stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 109-126.
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Keywords
Strong convergence; Polynomial growth conditions; Moment boundedness; Backward Euler–Maruyama method; Markovian switching; Exponential stability;All these keywords.
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