Approximate solutions of stochastic differential delay equations with Markovian switching |
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| Institution: | 1. Department of Mathematics, University of Wales Swansea, Swansea, Singleton Park, SA2 8PP, UK;2. Department of Engineering, University of Cambridge, Trumpting Street, Cambridge CB2 1PZ, UK |
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| 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). |
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