Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics

Fuente: arXiv
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Autori principali: Li, Guozhen, Li, Xiaoyue, Mao, Xuerong, Song, Guoting
Natura: Preprint
Pubblicazione: 2025
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author Li, Guozhen
Li, Xiaoyue
Mao, Xuerong
Song, Guoting
author_facet Li, Guozhen
Li, Xiaoyue
Mao, Xuerong
Song, Guoting
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2512_18990
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
Li, Guozhen
Li, Xiaoyue
Mao, Xuerong
Song, Guoting
Probability
Numerical Analysis
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.
title Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
topic Probability
Numerical Analysis
url https://arxiv.org/abs/2512.18990