Hybrid stochastic functional differential equations with infinite delay: Approximations and numerics

This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is established for a large class of highly nonlinear hybrid SFDEs...

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Vydané v:	Journal of Differential Equations Ročník 374; s. 154 - 190
Hlavní autori:	Li, Guozhen, Li, Xiaoyue, Mao, Xuerong, Song, Guoting
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 25.11.2023
Predmet:	Approximate solution Finite delay Infinite delay Numerical solution Stochastic functional differential equation Finite delay Stochastic functional differential equation Approximate solution Numerical solution Infinite delay
ISSN:	0022-0396, 1090-2732
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Popis
Shrnutí:	This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is established for a large class of highly nonlinear hybrid SFDEs with infinite delay. Our new theory makes it possible to numerically approximate the solution of the hybrid SFDE with infinite delay, via the numerical solution of the corresponding hybrid SFDE with finite delay.
ISSN:	0022-0396 1090-2732
DOI:	10.1016/j.jde.2023.07.028