Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps

DOI10.1016/j.amc.2013.08.021zbMath1329.65016OpenAlexW2001996109WikidataQ112880126 ScholiaQ112880126MaRDI QIDQ907549

Lin Hu, Si-qing Gan

Publication date: 25 January 2016

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

Full work available at URL: https://doi.org/10.1016/j.amc.2013.08.021

zbMATH Keywords

convergencemean-square stabilityjumpstochastic pantograph equationbalanced implicit method

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump ⋮ Stochastic stability for pantograph multi-group models with dispersal and stochastic perturbation ⋮ Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods ⋮ Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model ⋮ Implicit numerical solutions for solving stochastic differential equations with jumps ⋮ Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations ⋮ Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump ⋮ The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations

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