Asymptotical mean-square stability of linear<i>θ</i>-methods for stochastic pantograph differential equations: variable stepsize and transformation approach (Q5072010): Difference between revisions

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scientific article; zbMATH DE number 7513109

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English	Asymptotical mean-square stability of linear<i>θ</i>-methods for stochastic pantograph differential equations: variable stepsize and transformation approach	scientific article; zbMATH DE number 7513109

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scholarly article

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title

Asymptotical mean-square stability of linear<i>θ</i>-methods for stochastic pantograph differential equations: variable stepsize and transformation approach (English)

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International Journal of Computer Mathematics

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publication date

25 April 2022

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zbMATH Keywords

stochastic pantograph differential equations

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linear $\theta$-methods

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asymptotical mean-square stability

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variable stepsize

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transformation approach

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Publication

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full work available at URL

https://doi.org/10.1080/00207160.2021.1932841

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cites work

Continuous $\Theta$-methods for the stochastic pantograph equation

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Asymptotic stability properties of $\theta$-methods for the pantograph equation

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Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

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The $\alpha $th moment stability for the stochastic pantograph equation

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Q4732346

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Stability of one-leg -methods for the variable coefficient pantograph equation on the quasi-geometric mesh

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Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations

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Introduction to functional differential equations

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Q4040931

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On the generalized pantograph functional-differential equation

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On stationary solutions of a stochastic differential equation

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Stability of Runge-Kutta methods for the generalized pantograph equation

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Stability analysis of $\theta$-methods for neutral functional- differential equations

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On the $\theta$-method for delay differential equations with infinite lag

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Asymptotical stability of numerical methods with constant stepsize for pantograph equations

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The stability of modified Runge-Kutta methods for the pantograph equation

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Q4369402

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$\theta$-Maruyama methods for nonlinear stochastic differential delay equations

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Stability Analysis of $\Theta$-Methods for Nonlinear Neutral Functional Differential Equations

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Feedback stabilizability for stochastic systems with state and control dependent noise

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Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations

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Pathway fractional integral operator and matrix-variate functions

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Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations

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$\mathcal H$-stability of Runge-Kutta methods with general variable stepsize for pantograph equation.

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Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach

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Convergence and stability of a numerical method for nonlinear stochastic pantograph equations

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Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations

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Identifiers

zbMATH Open document ID

1499.60210

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:5072010

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