| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632920 | Applied Mathematics and Computation | 2009 | 9 Pages |
Abstract
In this paper, a class of stochastic pantograph equations with Markovian switching is considered. The main purpose is to investigate the convergence of the Euler method of the equations. It is proved that the Euler approximation solution converge to the analytic solution in probability under weaker conditions. An example is provided to illustrate our theory.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Li Ronghua, Liu Min, Pang Wan-kai,