The Partially Truncated Euler-Maruyama Method for super-linear Stochastic Delay Differential Equations with variable delay and Markovian switching
This work provides a numerical method for a class of complex stochastic systems, but the contribution is incremental as it extends existing truncation techniques to a new combination of features.
The authors developed a partially truncated Euler-Maruyama method for super-linear stochastic delay differential equations with variable delay and Markovian switching, proving convergence and stability under a generalized Khasminskii-type condition.
A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to develop the partially truncated Euler-Maruyama (EM) method for the super-linear SDDEs with variable delay and Markovian switching, and investigate the convergence and stability properties of the numerical solution under the generalized Khasminskii0type condition.