Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
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Publication:1731605
DOI10.1007/s10543-018-0723-zzbMath1418.60057OpenAlexW2890967797WikidataQ129323190 ScholiaQ129323190MaRDI QIDQ1731605
Publication date: 13 March 2019
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-018-0723-z
Razumikhin-type technique\(\alpha \)th moment polynomial stabilityEuler-Maruyama and backward Euler-Maruyama methodglobal \(\alpha \)th momentstochastic pantograph differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solutions to stochastic differential and integral equations (65C30)
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