The \(\alpha \)th moment stability for the stochastic pantograph equation

DOI10.1016/j.cam.2009.04.024zbMath1206.65021OpenAlexW2022113217MaRDI QIDQ732113

Minghui Song, Zhencheng Fan, Ming-Zhu Liu

Publication date: 9 October 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.04.024

zbMATH Keywords

moment stabilitysemi-implicit Euler methodsRazumikhin type theoremstochastic pantograph equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial-boundary value problems for second-order parabolic equations (35K20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (30)

Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations ⋮ Nontrivial Equilibrium Solutions and General Stability for Stochastic Evolution Equations with Pantograph Delay and Tempered Fractional Noise ⋮ Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations ⋮ Asymptotical mean-square stability of linearθ-methods for stochastic pantograph differential equations: variable stepsize and transformation approach ⋮ Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations ⋮ Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay ⋮ Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods ⋮ Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations ⋮ Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations ⋮ Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude ⋮ Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps ⋮ Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations ⋮ Almost surely exponential stability of numerical solutions for stochastic pantograph equations ⋮ \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise ⋮ Stability of numerical solutions for the stochastic pantograph differential equations with variable step size ⋮ Robust \(H_\infty\) filter design for Itô stochastic pantograph systems ⋮ Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations ⋮ Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching ⋮ The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps ⋮ Boundedness analysis of stochastic pantograph differential systems ⋮ The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations ⋮ Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps ⋮ Convergence and stability of a numerical method for nonlinear stochastic pantograph equations ⋮ The global solutions and moment boundedness of stochastic multipantograph equations ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ The existence of periodic solutions for coupled pantograph Rayleigh system ⋮ \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching ⋮ Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise ⋮ Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations

Cites Work

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• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
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• Continuous \(\Theta\)-methods for the stochastic pantograph equation
• Numerical solutions of stochastic differential equations -- implementation and stability issues
• Introduction to the numerical analysis of stochastic delay differential equations
• Asymptotical stability of numerical methods with constant stepsize for pantograph equations
• On the generalized pantograph functional-differential equation
• Stability and Asymptotic Stability of Functional-Differential Equations
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• The composite Euler method for stiff stochastic differential equations

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