Convergence and stability of a numerical method for nonlinear stochastic pantograph equations

DOI10.1016/J.JFRANKLIN.2014.02.004zbMATH Open1290.93202OpenAlexW1990781511MaRDI QIDQ2017241FDOQ2017241

Haiying Zhang, Fengyu Guo, Yu Xiao

Publication date: 25 June 2014

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2014.02.004

zbMATH Keywords

unbounded memorybackward Euler (BE) methodEuler-Maruyama (EM) methodmean-square (MS) stabilitystochastic delay differential equations (SDDEs)stochastic pantograph equations (SPEs)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Introduction to functional differential equations
• On the generalized pantograph functional-differential equation
• Continuous \(\Theta\)-methods for the stochastic pantograph equation
• Introduction to the numerical analysis of stochastic delay differential equations
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Numerical Solutions of Stochastic Functional Differential Equations
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations
• Asymptotical stability of numerical methods with constant stepsize for pantograph equations
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• Asymptotic stability properties of \(\theta\)-methods for the pantograph equation
• The \(\alpha \)th moment stability for the stochastic pantograph equation
• Stability and Asymptotic Stability of Functional-Differential Equations
• Adams-type methods for the numerical solution of stochastic ordinary differential equations

Cited In (17)

• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• Asymptotical mean-square stability of linearθ-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Title not available (Why is that?)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• A note on convergence of semi-implicit Euler methods for stochastic pantograph equations
• Stochastic stability for pantograph multi-group models with dispersal and stochastic perturbation
• Stability of numerical solution to pantograph stochastic functional differential equations
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
• Convergence and stability of split-step θ methods for stochastic variable delay differential equations

This page was built for publication: Convergence and stability of a numerical method for nonlinear stochastic pantograph equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2017241)