scholarly journals Approximations of Numerical Method for Neutral Stochastic Functional Differential Equations with Markovian Switching

2012 ◽  
Vol 2012 ◽  
pp. 1-32
Author(s):  
Hua Yang ◽  
Feng Jiang
Keyword(s):  
Differential Equations ◽  
Stochastic Systems ◽  
Numerical Solutions ◽  
Functional Differential Equations ◽  
Approximate Solutions ◽  
Markovian Switching ◽  
Stochastic Functional Differential Equations ◽  
Em Method ◽  
Functional Differential ◽  
Stochastic Functional

Stochastic systems with Markovian switching have been used in a variety of application areas, including biology, epidemiology, mechanics, economics, and finance. In this paper, we study the Euler-Maruyama (EM) method for neutral stochastic functional differential equations with Markovian switching. The main aim is to show that the numerical solutions will converge to the true solutions. Moreover, we obtain the convergence order of the approximate solutions.

scholarly journals β -Stability in q -th Moment of Neutral Impulsive Stochastic Functional Differential Equations with Markovian Switching

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Lassaad Mchiri ◽  
Mohamed Rhaima
Keyword(s):  
Differential Equations ◽  
Type Theorem ◽  
Functional Differential Equations ◽  
Markovian Switching ◽  
Stochastic Functional Differential Equations ◽  
Numerical Example ◽  
Lyapunov Techniques ◽  
Functional Differential ◽  
Stochastic Functional

In this paper, we investigate the β -stability in q-th moment for neutral impulsive stochastic functional differential equations with Markovian switching (NISFDEwMS). Moreover, β -stability in q-th moment is studied by using the Lyapunov techniques and a new Razumikhin-type theorem to prove our result. Finally, we check the main result by a numerical example.

scholarly journals Numerical Solutions of Stochastic Functional Differential Equations

2003 ◽  
Vol 6 ◽  
pp. 141-161 ◽  
Author(s):  
Xuerong Mao
Keyword(s):  
Differential Equations ◽  
Numerical Solutions ◽  
Functional Differential Equations ◽  
Convergence Theory ◽  
Stochastic Functional Differential Equations ◽  
True Solution ◽  
Linear Growth Condition ◽  
Mean Square Convergence ◽  
Functional Differential ◽  
Stochastic Functional

AbstractIn this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the linear growth condition. These two conditions are generally imposed to guarantee the existence and uniqueness of the true solution, so the numerical results given here were obtained under quite general conditions.

scholarly journals Ulam-Hyers-Rassias Stability of Stochastic Functional Differential Equations via Fixed Point Methods

2021 ◽  
Vol 2021 ◽  
pp. 1-7
Author(s):  
Abdellatif Ben Makhlouf ◽  
Lassaad Mchiri ◽  
Mohamed Rhaima
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Systems ◽  
Functional Differential Equations ◽  
Stochastic Functional Differential Equations ◽  
Fixed Point Methods ◽  
Functional Differential ◽  
The Stability ◽  
Rassias Stability ◽  
Stochastic Functional

The Ulam-Hyers-Rassias stability for stochastic systems has been studied by many researchers using the Gronwall-type inequalities, but there is no research paper on the Ulam-Hyers-Rassias stability of stochastic functional differential equations via fixed point methods. The main goal of this paper is to investigate the Ulam-Hyers Stability (HUS) and Ulam-Hyers-Rassias Stability (HURS) of stochastic functional differential equations (SFDEs). Under the fixed point methods and the stochastic analysis techniques, the stability results for SFDE are investigated. We analyze two illustrative examples to show the validity of the results.

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