Title of article
Approximate solutions of stochastic differential delay equations with Markovian switching
Author/Authors
Yuan، نويسنده , , Chenggui and Glover، نويسنده , , William، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
20
From page
207
To page
226
Abstract
Recently, stochastic differential equations with Markovian switching (SDEwMS) have received a great deal of attention. In this paper, the Euler–Maruyama method is developed, one of the most powerful numerical schemes, for the stochastic differential delay equations with Markovian switching (SDDEwMS).
Keywords
Brownian motion , Euler–Maruyama method , Markov chain generator , Lipschitz condition
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2006
Journal title
Journal of Computational and Applied Mathematics
Record number
1553407
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