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

DOI10.1016/J.JFRANKLIN.2014.02.004MaRDI QIDQ2017241zbMATHOpenAlexFDO

Authors Haiying Zhang, Yu Xiao, Fengyu Guo

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)

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Cites work

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• The \(\alpha \)th moment stability for the stochastic pantograph equation

Cited in

(19)

• Stability of numerical method for semi-linear stochastic pantograph differential equations
• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
• scientific article; zbMATH DE number 2009872 (Why is no real title available?)
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• A note on convergence of semi-implicit Euler methods for stochastic pantograph equations
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Stability of numerical solution to pantograph stochastic functional differential equations
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
• Stochastic stability for pantograph multi-group models with dispersal and stochastic perturbation
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
• Convergence and stability of split-step θ methods for stochastic variable delay differential equations
• Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach

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