| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4637081 | Applied Mathematics and Computation | 2006 | 12 Pages |
Abstract
A class of linear stochastic delay differential equations with Markovian switching is considered. The main aim of this paper is to investigate the convergence and stability of the Euler method of the equations. It is proved that the Euler method is convergent with strong order p = 1/2. The MS-stable properties of the Euler scheme are also studied.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Li Ronghua, Hou Yingmin,