Stability of numerical method for semi-linear stochastic pantograph differential equations (Q5964584)

scientific article; zbMATH DE number 6547394

Language	Label	Description	Also known as
English	Stability of numerical method for semi-linear stochastic pantograph differential equations	scientific article; zbMATH DE number 6547394

Statements

instance of

scholarly article

0 references

title

Stability of numerical method for semi-linear stochastic pantograph differential equations (English)

0 references

0 references

0 references

Journal of Inequalities and Applications

0 references

publication date

29 February 2016

0 references

zbMATH Keywords

semi-linear stochastic pantograph differential equations

0 references

exponential Euler method

0 references

mean-square stability

0 references

general mean-square stability

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1186/s13660-016-0971-x

0 references

cites work

Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations

0 references

A new Fibonacci type collocation procedure for boundary value problems

0 references

Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations

0 references

Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model

0 references

The lyapunov spectrum and stable manifolds for stochastic linear delay equations

0 references

MS-stability of the Euler--Maruyama method for stochastic differential delay equations

0 references

Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

0 references

Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations

0 references

Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

0 references

Q5452916

0 references

Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations

0 references

Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations

0 references

Mean-square stability of Milstein methods for stochastic pantograph equations

0 references

Almost surely exponential stability of numerical solutions for stochastic pantograph equations

0 references

Exponential Integrators for Large Systems of Differential Equations

0 references

Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems

0 references

Approximating the coefficients in semilinear stochastic partial differential equations

0 references

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

0 references

Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

0 references

Q3687624

0 references

Q4369402

0 references

The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations

0 references

Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations

0 references

Identifiers

zbMATH Open document ID

1382.65025

0 references

DOI

10.1186/s13660-016-0971-x

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5964584