The th moment stability for the stochastic pantograph equation

DOI10.1016/J.CAM.2009.04.024zbMATH Open1206.65021OpenAlexW2022113217MaRDI QIDQ732113FDOQ732113

Authors: Zhencheng Fan, Minghui Song, M. Z. 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

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zbMATH Keywords

moment stabilitysemi-implicit Euler methodsRazumikhin type theoremstochastic pantograph equation

Mathematics Subject Classification ID

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

Cites Work

• Introduction to functional differential equations
• Delay differential equations: with applications in population dynamics
• On the generalized pantograph functional-differential equation
• 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
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Title not available (Why is that?)
• The composite Euler method for stiff stochastic differential equations
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations
• Asymptotical stability of numerical methods with constant stepsize for pantograph equations
• Asymptotic stability properties of \(\theta\)-methods for the pantograph equation
• Stability and Asymptotic Stability of Functional-Differential Equations
• Title not available (Why is that?)

Cited In (36)

• Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
• Nontrivial equilibrium solutions and general stability for stochastic evolution equations with pantograph delay and tempered fractional noise
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
• Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• $p$th Moment Noise-to-State Stability of Stochastic Differential Equations with Persistent Noise
• Boundedness analysis of stochastic pantograph differential systems
• Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
• Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps
• Stability of the semi-implicit Euler method for a linear stochastic pantograph delay differential equation
• Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
• Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
• \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
• The global solutions and moment boundedness of stochastic multipantograph equations
• \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations
• The asymptotically mean square stability of the linear stochastic pantograph equation
• Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
• Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude
• Lyapunov stability of the generalized stochastic pantograph equation
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
• Robust \(H_\infty\) filter design for Itô stochastic pantograph systems
• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
• 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
• Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size

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