Abstract
Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local Lipschitz condition. As an application, our results are used to discuss a stochastic delay population system with Markovian switching.
| Original language | English |
|---|---|
| Pages (from-to) | 195-207 |
| Number of pages | 12 |
| Journal | Journal of Difference Equations and Applications |
| Volume | 16 |
| Issue number | 2-3 |
| DOIs | |
| Publication status | Published - 24 Feb 2010 |
Keywords
- maruyama method
- generalized it^o's formula
- brownian motion
- markov chain