Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations (Q2885524)

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Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
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    Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations (English)
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    23 May 2012
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    backward Euler method
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    variable step size
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    mean-square stability
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    Ito stochastic pantograph differential equations
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    Wiener process
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    delay equation
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    unbounded memory
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    convergence
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