Mean-square stability of Milstein methods for stochastic pantograph equations

zbMATH Open1299.60082MaRDI QIDQ474028FDOQ474028

Authors: Feiyan Xiao, Tingting Qin, Cheng-Jian Zhang 

Publication date: 24 November 2014

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

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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)

Cited In (8)

• 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
• Stability of numerical method for semi-linear stochastic pantograph differential equations
• Title not available (Why is that?)
• Mean-square asymptotic stability of \(\theta\)-methods for nonlinear stochastic pantograph differential equations
• The asymptotically mean square stability of the linear stochastic pantograph equation
• Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

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