Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
type: Item
instance of: scholarly article
title: Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
zbMATH Open document ID: 1290.93202
author: Haiying Zhang
author: Yu Xiao
author: Fengyu Guo
published in: Journal of the Franklin Institute
publication date: 2014-06-25T00:00:00Z
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 6308497
zbMATH Keywords: stochastic pantograph equations (SPEs)
zbMATH Keywords: stochastic delay differential equations (SDDEs)
zbMATH Keywords: unbounded memory
zbMATH Keywords: mean-square (MS) stability
zbMATH Keywords: Euler-Maruyama (EM) method
zbMATH Keywords: backward Euler (BE) method
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2014.02.004
OpenAlex ID: W1990781511
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DOI: 10.1016/J.JFRANKLIN.2014.02.004
description: scientific article; zbMATH DE number 6308497