Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching

Author:

Hou Zhenting,Tong Jinying,Zhang Zhenzhong

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation

Reference16 articles.

1. Neutral stochastic differential delay equations with Markovian switching;Kolmanovskii;Stochastic Anal. Appl.,2003

2. Stability of stochastic delay equations of Ito form with jumps and Markovian switchings, and their applications in finance;Svishchuk;Theor. Probab. Math. Stat.,2002

3. Almost sure and moment exponential stability of Euler–Maruyama discretizations for hybrid stochastic differential equations;Pang;J. Comput. Appl. Math.,2008

4. Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching;Wang;Appl. Math. Comput.,2007

5. Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching;Li;Appl. Math. Comput.,2007

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1. Stability of stochastic systems with semi-Markovian switching and impulses;Chaos, Solitons & Fractals;2023-12

2. Stability Analysis of Discrete-Time Semi-Markov Jump Linear Systems With Time Delay;IEEE Transactions on Automatic Control;2023-11

3. Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments;Journal of Computational and Applied Mathematics;2023-09

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5. Advances on modeling and control of semi-Markovian switching systems: A Survey;Journal of the Franklin Institute;2021-08

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