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摘要
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 L-2 sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milosevic and Jovanovic (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.
- 出版日期2013
