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

MaRDI QIDQ3171187zbMATH OpenFDO

Authors Wei-jun Ma, Qimin Zhang

Publication date 29 September 2011

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)

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• scientific article; zbMATH DE number 5812047

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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