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Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps

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  • Wei Mao
  • Xuerong Mao

Abstract

We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milošević and Jovanović (2011), and Marion et al. (2002) to cover a class of more general stochastic pantograph differential equations with jumps. Finally, an illustrative example is given to demonstrate our established theory.

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  • Wei Mao & Xuerong Mao, 2013. "Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-15, June.
    • Handle: RePEc:hin:jnlaaa:718627
    DOI: 10.1155/2013/718627
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