Publication:3085560

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

zbMATH Keywords

numerical experiments; variable stepsize; mean square convergence; mean square stability; mean convergence; semi-implicit Euler method; stochastic pantograph differential equation; drift-implicit theta method

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

37H10: Generation, random and stochastic difference and differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations