A note on convergence of semi-implicit Euler methods for stochastic pantograph equations

DOI10.1016/j.camwa.2009.12.023zbMath1189.60121OpenAlexW2084864051MaRDI QIDQ980189

J. Martínez

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.12.023

zbMATH Keywords

local Lipschitz conditionsemi-implicit Euler methodsstochastic pantograph equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps ⋮ Stability of numerical solutions for the stochastic pantograph differential equations with variable step size ⋮ Split-step collocation methods for stochastic Volterra integral equations ⋮ Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps

Cites Work

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

This page was built for publication: A note on convergence of semi-implicit Euler methods for stochastic pantograph equations