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

DOI10.1016/J.CAMWA.2009.12.023zbMATH Open1189.60121OpenAlexW2084864051MaRDI QIDQ980189FDOQ980189

Authors: 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

Recommendations

• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Mean square convergence of semi-implicit Euler methods for nonlinear neutral stochastic pantograph equations
• The semi-implicit Euler method for stochastic pantograph equations with jumps
• Convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation
• scientific article; zbMATH DE number 5812047
• Stability of the semi-implicit Euler method for a linear stochastic pantograph delay differential equation
• Convergence of semi-implicit Euler method for nonlinear stochastic delay differential equations
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
• Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
• On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations

zbMATH Keywords

local Lipschitz conditionsemi-implicit Euler methodsstochastic pantograph equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Title not available (Why is that?)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

Cited In (10)

• Title not available (Why is that?)
• On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Split-step collocation methods for stochastic Volterra integral equations
• Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps
• Numerical analysis of the semi-implicit Euler method for stochastic pantograph equations with fractional Brownian motion
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
• The semi-implicit Euler method for stochastic pantograph equations with jumps
• Convergence of the semi-implicit Euler method for stochastic forest evolution equations
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size

This page was built for publication: A note on convergence of semi-implicit Euler methods for stochastic pantograph equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q980189)