Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
DOI10.1016/J.MATCOM.2018.02.006OpenAlexW2794076962WikidataQ130192697 ScholiaQ130192697MaRDI QIDQ1997114FDOQ1997114
Authors: M. Milosevic 
Publication date: 1 March 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2018.02.006
pantograph stochastic differential equationsbackward and forward-backward Euler methodsnonlinear growth conditionsone-sided Lipschitz conditionglobal a.s. asymptotic polynomial stability
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Cited In (3)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method
- Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay
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