Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
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Publication:2423593
DOI10.1016/j.cam.2019.01.011zbMath1415.60062OpenAlexW2914981733MaRDI QIDQ2423593
Publication date: 20 June 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2019.01.011
backward Euler-Maruyama methodEuler-Maruyama method\(\psi\)-type stabilitydiscrete Razumikhin-type technique
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solutions to stochastic differential and integral equations (65C30)
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