Mean-square stability of Milstein methods for stochastic pantograph equations (Q474028)

Summary: This paper deals with nonlinear stochastic pantograph equations. For solving the equations, a class of extended Milstein methods are suggested. A mean-square stability criterion for this type of equations is presented. It is proved that under the suitable conditions the Milstein methods preserve the mean-square stability. Numerical examples further illustrate the obtained theoretical results.