Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11075-018-0531-1.pdf
Reference30 articles.
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2. Fan, Z., Liu, M., Cao, W.: Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations. J. Math. Anal. Appl. 325(2), 1142–1159 (2007)
3. Gard, T.C.: Introduction to Stochastic Differential Equations. Dekker, New York (1988)
4. Guo, P., Li, C.: Almost sure exponential stability of numerical solutions for the stochastic pantograph differential equations. J. Math. Anal. Appl. 460, 411–424 (2018)
5. Haghighi, A., Hosseini, S.M.: A class of split-step balanced methods for stiff stochastic differential equations. Numerical Algorithms 61(1), 141–162 (2012)
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