In this paper, we are concerned with the stochastic differential delay equations with Markovian switching (SDDEwMSs). As stochastic differential equations with Markovian switching (SDEwMSs), most SDDEwMSs cannot be solved explicitly. Therefore, numerical solutions, such as EM method, stochastic Thet
✦ LIBER ✦
A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
✍ Scribed by Marija Milošević; Miljana Jovanović
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 278 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0895-7177
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The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initia