Information Technology Journal1812-56381812-5646Asian Network for Scientific Information10.3923/itj.2014.1463.1466YangHua JiangFeng 72014137Stability of stochastic systems with Markovian switching has
come to play an important role in information science and engineering. The aim
of the study is to discuss the stability of the semi-implicit Milstein scheme
of stochastic differential delay equations with Markovian switching. The conditions
of the General Mean-square (GMS) stability and Mean-square (MS) stability of
the semi-implicit Milstein scheme are given by means of the conditions of the
analytical solution. The obtained result shows that the numerical scheme reproduces
the stability of the analytical solution to stochastic differential delay equations
with Markovian switching under some conditions.]]>Mariton, M.,1990Huang, H., D.W.C. Ho and Y. Qu,2007Lou, X. and B. Cui,2009Zhu, S., Y. Shen and L. Liu,2010Mao, X.,2007Higham, D.J., X. Mao and A.M. Stuart,2002Hu, P. and C. Huang,2011Zhou, S. and F. Wu,2009Cao, W.R., M.Z. Liu and Z.C. Fan,2004Wang, Z. and C. Zhang,2006Mao, X. and C. Yuan,2006Rathinasamy, A. and K. Balachandran,2008Jiang, F., Y. Shen and J. Hu,2011