scientific article

zbMath1214.65003MaRDI QIDQ3085560

Yu Xiao, Minghui Song, Ming-Zhu Liu

Publication date: 31 March 2011

Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume8.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical experimentsvariable stepsizemean square convergencemean square stabilitymean convergencesemi-implicit Euler methodstochastic pantograph differential equationdrift-implicit theta method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (12)

Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation ⋮ Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients ⋮ Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay ⋮ Stability of numerical solutions for the stochastic pantograph differential equations with variable step size ⋮ Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations ⋮ The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ The existence of periodic solutions for coupled pantograph Rayleigh system ⋮ Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations ⋮ Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability ⋮ The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients ⋮ Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations

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