The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations

DOI10.1016/j.amc.2018.10.052zbMath1428.60087OpenAlexW2898731696WikidataQ129016672 ScholiaQ129016672MaRDI QIDQ2008402

Xiaofeng Yao, Yan Gao, Weijun Zhan, Qian Guo

Publication date: 25 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.10.052

zbMATH Keywords

polynomial stabilitypartially truncated Euler-Maruyama methodkhasminskii-type conditionpantograph stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Stability of numerical solution to pantograph stochastic functional differential equations

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