Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
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Publication:1736415
DOI10.1007/s11075-018-0531-1zbMath1431.60048OpenAlexW2804988839MaRDI QIDQ1736415
Publication date: 26 March 2019
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-018-0531-1
almost sure stabilitysplit-step theta methodstochastic linear theta methodgeneral decay ratestochastic 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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