Mean-square stability of Milstein methods for stochastic pantograph equations

zbMath1299.60082MaRDI QIDQ474028

Tingting Qin, Feiyan Xiao, 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)

Related Items (2)

Stability of numerical method for semi-linear stochastic pantograph differential equations ⋮ Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach

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