Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations (Q638100)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
scientific article

    Statements

    Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations (English)
    0 references
    0 references
    9 September 2011
    0 references
    Summary: We study the almost sure asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost sure asymptotic stability. Numerical examples are presented for illustration.
    0 references
    neutral stochastic pantograph equations
    0 references
    asymptotic stability
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers