Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps
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 sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al....
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2013-01-01
|
Series: | Abstract and Applied Analysis |
Online Access: | http://dx.doi.org/10.1155/2013/718627 |