The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching
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DOI: 10.1142/s0219876219500142
Abstract: A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to investigate the convergence and stability properties of partially truncated Euler–Maruyama… read more here.
Keywords: stochastic delay; differential equations; partially truncated; delay differential ... See more keywords