| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4628127 | Applied Mathematics and Computation | 2014 | 16 Pages |
Abstract
In this paper, we investigate the existence and uniqueness of solutions to neutral stochastic differential equations with Markovian switching and jumps (NSDEwMSJs) under non-Lipschitz conditions. On the other hand, we present the Euler approximate solutions for NSDEwMSJs and show that the convergence of the Euler approximate solutions to the true solutions by applying Ito^ formula, Bihari's lemma and Burkholder-Davis-Gundy's lemma. Some examples are provided to illustrate the main results.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wei Mao, Xuerong Mao,