Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps

被引：1
|
作者：
Lu, Zhenyu [1 ]
Yang, Tingya [2 ]
Hu, Yanhan [3 ]
Hu, Junhao [3 ]
机构：
[1] Nanjing Univ Informat Sci & Technol, Coll Elect & Informat Engn, Nanjing 210044, Jiangsu, Peoples R China
[2] Jiangsu Meteorol Observ, Nanjing 210008, Jiangsu, Peoples R China
[3] South Cent Univ Nationalities, Coll Math & Stat, Wuhan 430074, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2013年
基金：
中国国家自然科学基金;
关键词：
SEMIIMPLICIT EULER METHODS; APPROXIMATIONS; STABILITY;
D O I：
10.1155/2013/420648
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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 convergence with strong order 1/2. For nonlinear stochastic pantograph equations with Markovian switching and pure jumps, it is best to use the mean-square convergence, and the order of mean-square convergence is close to 1/2.
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页数：10
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