Numerical analysis of the semi-implicit Euler method for stochastic pantograph equations with fractional Brownian motion

zbMATH Open1240.65010MaRDI QIDQ3171187FDOQ3171187

Authors: Wei-jun Ma, Qimin Zhang 

Publication date: 29 September 2011

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• A note on convergence of semi-implicit Euler methods for stochastic pantograph equations
• scientific article; zbMATH DE number 5812047

zbMATH Keywords

numerical solutionfractional Brownian motionsemi-implicit Euler methodstochastic pantograph equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (4)

• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Numerical analysis for stochastic partial pantograph equations
• Mean square convergence of semi-implicit Euler methods for nonlinear neutral stochastic pantograph equations
• The semi-implicit Euler method for stochastic pantograph equations with jumps

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