| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4643009 | Journal of Computational and Applied Mathematics | 2006 | 20 Pages |
Abstract
Recently, stochastic differential equations with Markovian switching (SDEwMS) have received a great deal of attention. In this paper, the Euler–Maruyama method is developed, one of the most powerful numerical schemes, for the stochastic differential delay equations with Markovian switching (SDDEwMS).
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Chenggui Yuan, William Glover,