Almost surely exponential stability of numerical solutions for stochastic pantograph equations
type: Item
instance of: scholarly article
title: Almost surely exponential stability of numerical solutions for stochastic pantograph equations
zbMATH Open document ID: 1474.65021
DOI: 10.1155/2014/751209
author: Shaobo Zhou
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: Our effort is to develop a criterion on almost surely exponential stability of numerical solution to stochastic pantograph differential equations, with the help of the discrete semimartingale convergence theorem and the technique used in stable analysis of the exact solution. We will prove that the Euler-Maruyama (EM) method can preserve almost surely exponential stability of stochastic pantograph differential equations under the linear growth conditions. And the backward EM method can reproduce almost surely exponential stability for highly nonlinear stochastic pantograph differential equations. A highly nonlinear example is provided to illustrate the main theory.
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7023018
MaRDI profile type: Publication
Wikidata QID: Q59041236
full work available at URL: https://doi.org/10.1155/2014/751209
OpenAlex ID: W2003187620
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description: scientific article; zbMATH DE number 7023018