Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations with Markovian Switching and Jumps

The sufficient conditions of existence and uniqueness of the solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps are given. It is proved that Euler-Maruyama scheme for nonlinear stochastic pantograph equations with Markovian switching and Brownian motion is of...

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Bibliographic Details
Main Authors: Zhenyu Lu, Tingya Yang, Yanhan Hu, Junhao Hu
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/420648
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