Convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation (Q3085560)
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scientific article; zbMATH DE number 5872974
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| English | Convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation |
scientific article; zbMATH DE number 5872974 |
Statements
31 March 2011
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stochastic pantograph differential equation
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mean square stability
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drift-implicit theta method
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variable stepsize
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mean convergence
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mean square convergence
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semi-implicit Euler method
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numerical experiments
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0.9280836582183838
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0.8790578842163086
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0.8781598806381226
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