A note on convergence of semi-implicit Euler methods for stochastic pantograph equations

DOI10.1016/j.camwa.2009.12.023zbMath1189.60121MaRDI QIDQ980189

J. Martínez

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.12.023

zbMATH Keywords

local Lipschitz condition; semi-implicit Euler methods; stochastic pantograph equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations