Stability of numerical solution to pantograph stochastic functional differential equations

DOI10.1016/J.AMC.2022.127326OpenAlexW3191693307WikidataQ115361037 ScholiaQ115361037MaRDI QIDQ2152725

Yanyan Li

Publication date: 11 July 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.01248

zbMATH Keywords

exponential stabilitypolynomial stabilityEuler-MaruyamaPSFDEs

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (2)

A small time large deviation principle for stochastic differential delay equations ⋮ Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion

Cites Work

• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
• Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model
• \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion
• Oscillation of a pantograph differential equation with impulsive perturbations
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
• The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients
• Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Pantograph stochastic differential equations driven by \(G\)-Brownian motion
• Stability of hybrid pantograph stochastic functional differential equations
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Asymptotical mean-square stability of linearθ-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
• Neural network solution of pantograph type differential equations

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