Strong predictor-corrector methods for stochastic pantograph equations
MS-convergenceMS-stabilitynumerical experimentspredictor-corrector methodstochastic pantograph equation
Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- Mean-square stability of Milstein methods for stochastic pantograph equations
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
- Stability of numerical solution to pantograph stochastic functional differential equations
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
- Stochastic -methods for a class of jump-diffusion stochastic pantograph equations with random magnitude
- The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
- Lyapunov stability of the generalized stochastic pantograph equation
- Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
- Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations
- Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
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