Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump

DOI10.1016/J.CHAOS.2020.110172MaRDI QIDQ2123633zbMATH OpenOpenAlexWikidataFDO

Authors Haiyan Yuan, Cheng Song

Publication date 14 April 2022

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2020.110172

zbMATH Keywords

exponential integratorsjumpmean-square exponential stabilitypantograph integro-differential equationtrapezoidal rule

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cited in

(1)

• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

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