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Numerical solutions of neutral stochastic functional differential equations with Markovian switching

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Until now, the theories about the convergence analysis, the almost surely and mean square exponential stability of the numerical solution for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs)… Click to show full abstract

Until now, the theories about the convergence analysis, the almost surely and mean square exponential stability of the numerical solution for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) have been well established, but there are very few research works concentrating on the stability in distribution of numerical solution. This paper will pay attention to the stability in distribution of numerical solution of NSFDEwMSs. The strong mean square convergence analysis is also discussed.

Keywords: stochastic functional; functional differential; equations markovian; differential equations; neutral stochastic; markovian switching

Journal Title: Advances in Difference Equations
Year Published: 2019

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