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

DOI10.1016/j.jfranklin.2014.02.004zbMath1290.93202OpenAlexW1990781511MaRDI QIDQ2017241

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

Related Items (13)

Stochastic stability for pantograph multi-group models with dispersal and stochastic perturbation ⋮ Asymptotical mean-square stability of linearθ-methods for stochastic pantograph differential equations: variable stepsize and transformation approach ⋮ Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations ⋮ Convergence and stability of split-step θ methods for stochastic variable delay differential equations ⋮ Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations ⋮ Stability of numerical solutions for the stochastic pantograph differential equations with variable step size ⋮ 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 ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise ⋮ Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations

Cites Work

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• Stability and Asymptotic Stability of Functional-Differential Equations
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