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.
               
Click one of the above tabs to view related content.