An analytic approximation of solutions o
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Jianhai Bao; Zhenting Hou
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Article
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2009
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Elsevier Science
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English
⚖ 426 KB
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