Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps | Zendy

Wei Mao | Zendy; Xuerong Mao | Zendy

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Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps

Author(s) -

Wei Mao,

Xuerong Mao

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/718627

Subject(s) - mathematics , lipschitz continuity , path (computing) , pantograph , stochastic differential equation , matrix (chemical analysis) , combinatorics , mathematical analysis , computer science , mechanical engineering , materials science , engineering , composite material , programming language

We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in 2 sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milošević and Jovanović (2011), and Marion et al. (2002) to cover a class of more general stochastic pantograph differential equations with jumps. Finally, an illustrative example is given to demonstrate our established theory

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