scholarly journals Stability of highly nonlinear hybrid stochastic integro-differential delay equations

2019 ◽  
Vol 31 ◽  
pp. 180-199 ◽  
Author(s):  
Chen Fei ◽  
Mingxuan Shen ◽  
Weiyin Fei ◽  
Xuerong Mao ◽  
Litan Yan
Keyword(s):  
Delay Equations ◽  
Differential Delay ◽  
Differential Delay Equations ◽  
Highly Nonlinear ◽  
Nonlinear Hybrid

scholarly journals Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Shuaibin Gao ◽  
Junhao Hu
Keyword(s):  
Numerical Solutions ◽  
Delay Equations ◽  
Markovian Switching ◽  
Type Condition ◽  
Differential Delay ◽  
Almost Sure Exponential Stability ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations ◽  
Highly Nonlinear ◽  
Strong Convergence Rate

AbstractIn this paper, we establish a partially truncated Euler–Maruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. We investigate the strong convergence rate and almost sure exponential stability of the numerical solutions under the generalized Khasminskii-type condition.

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