Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
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Publication:1736415
DOI10.1007/S11075-018-0531-1zbMath1431.60048OpenAlexW2804988839MaRDI QIDQ1736415
Publication date: 26 March 2019
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-018-0531-1
almost sure stabilitysplit-step theta methodstochastic linear theta methodgeneral decay ratestochastic pantograph differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (6)
Nontrivial Equilibrium Solutions and General Stability for Stochastic Evolution Equations with Pantograph Delay and Tempered Fractional Noise ⋮ The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay ⋮ Dynamical behaviour of the light pulses through the optical fiber: two nonlinear Atangana conformable fractional evolution equations ⋮ Stability of numerical solutions for the stochastic pantograph differential equations with variable step size ⋮ Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
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