Continuous \(\Theta\)-methods for the stochastic pantograph equation

zbMath0968.65004MaRDI QIDQ1595879

Evelyn Buckwar, Christopher T. H. Baker

Publication date: 19 February 2001

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121216

zbMATH Keywords

numerical experimentsEuler schemestochastic delay differential equationsItô equationstochastic pantograph equationstochastic-numerical approximationmean-square convergence ratesstochastic \(\Theta\)-methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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