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
Convergence and Almost Sure Polynomial Stability of Partially Truncated Split-Step Theta Method for Stochastic Pantograph Models with Lévy Jumps
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DOI: 10.3390/math12132016
Abstract: This paper addresses a stochastic pantograph model with Lévy leaps where non-jump coefficients exceed linearity. The partially truncated split-step theta method is introduced and applied to the proposed model. The finite time Lϱ^(ϱ^≥2) convergence rate… read more here.
Keywords: step theta; truncated split; split step; theta method ... See more keywords