Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations

DOI10.1007/s10543-018-0723-zzbMath1418.60057MaRDI QIDQ1731605

Chong-Jun Li, Ping Guo

Publication date: 13 March 2019

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-018-0723-z

zbMATH Keywords

Razumikhin-type technique; \(\alpha \)th moment polynomial stability; Euler-Maruyama and backward Euler-Maruyama method; global \(\alpha \)th moment; stochastic pantograph differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations

65C30: Numerical solutions to stochastic differential and integral equations