Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump
DOI10.1016/J.CHAOS.2020.110172zbMath1495.65013OpenAlexW3080396522WikidataQ115359209 ScholiaQ115359209MaRDI QIDQ2123633
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
jumptrapezoidal ruleexponential integratorsmean-square exponential stabilitypantograph integro-differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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