Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps
The sufficient conditions of existence and uniqueness of the solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps are given. It is proved that Euler-Maruyama scheme for nonlinear stochastic pantograph equations with Markovian switching and Brownian motion is of...
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Main Authors: | Zhenyu Lu, Tingya Yang, Yanhan Hu, Junhao Hu |
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Format: | Article |
Language: | English |
Published: |
Wiley
2013-01-01
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Series: | Abstract and Applied Analysis |
Online Access: | http://dx.doi.org/10.1155/2013/420648 |
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