Mean-square stability of Milstein methods for stochastic pantograph equations

MaRDI QIDQ474028zbMATH OpenFDO

Authors Feiyan Xiao, Tingting Qin, Cheng-Jian Zhang

Publication date 24 November 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited in

(10)

• Stability of numerical method for semi-linear stochastic pantograph differential equations
• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
• Strong predictor-corrector methods for stochastic pantograph equations
• The asymptotically mean square stability of the linear stochastic pantograph equation
• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
• scientific article; zbMATH DE number 5584876 (Why is no real title available?)
• Mean-square asymptotic stability of \(\theta\)-methods for nonlinear stochastic pantograph differential equations
• Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE

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