J4 ›› 2013, Vol. 48 ›› Issue (3): 84-88.
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LIU Jun
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Abstract:
The convergence rate of Euler-Maruyama scheme for a class of SDDEs which are highly nonlinear with respect to the delay variables was obtained. It shows that it is quite different from the case without Markovian jump. The example is given to conform the results.
Key words: Markovian jump; SDDE; euler-maruyama scheme; convergence rate
LIU Jun. Convergence rate of EM scheme for SDDEs with markovian jump[J].J4, 2013, 48(3): 84-88.
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