Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s40314-022-02089-6.pdf
Reference27 articles.
1. Anderson WJ (2012) Continuous-time Markov chains: an applications-oriented approach. Springer Science & Business Media, Berlin
2. Hu J, Liu W, Deng F, Mao X (2020) Advances in stabilization of hybrid stochastic differential equations by delay feedback control. SIAM J Control Optim 58(2):735–754
3. Jobert A, Rogers LCG (2006) Option pricing with Markov-modulated dynamics. SIAM J Control Optim 44(6):2063–2078
4. Li X (2014) Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument. J Appl Math 2014:145061
5. Li R, Chang Z (2007) Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching. Appl Math Comput 184(2):451–463
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