Publication:3085560
zbMath1214.65003MaRDI QIDQ3085560
Yu Xiao, Minghui Song, Ming-Zhu Liu
Publication date: 31 March 2011
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume8.htm
numerical experiments; variable stepsize; mean square convergence; mean square stability; mean convergence; semi-implicit Euler method; stochastic pantograph differential equation; drift-implicit theta method
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34F05: Ordinary differential equations and systems with randomness
37H10: Generation, random and stochastic difference and differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations