Abstract
In this paper, we investigate the αth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given. Crown
| Original language | English |
|---|---|
| Pages (from-to) | 109-120 |
| Number of pages | 12 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 233 |
| Issue number | 2 |
| DOIs | |
| State | Published - 15 Nov 2009 |
Keywords
- GMS-stability
- MS-stability
- Razumikhin type theorem
- Semi-implicit Euler methods
- Stochastic pantograph equation
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