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math.PR2025
Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
Guozhen Li, Xiaoyue Li, Xuerong Mao +1
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 correspon…
math.NA2025
Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
Guozhen Li, Xiaoyue Li, Xuerong Mao
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme…