Mean-square stability of Milstein methods for stochastic pantograph equations (Q474028)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square stability of Milstein methods for stochastic pantograph equations |
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Mean-square stability of Milstein methods for stochastic pantograph equations (English)
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24 November 2014
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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.
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