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Stability of numerical solution to pantograph stochastic functional differential equations

Author

Listed:
  • Wu, Hao
  • Hu, Junhao
  • Yuan, Chenggui

Abstract

The paper studies the convergence of the numerical solutions for pantograph stochastic functional differential equations which was proposed in Wu et al.(2022)[16]. We also show that the approximate solutions have the properties of almost surely polynomial stability and exponential stability.

Suggested Citation

  • Wu, Hao & Hu, Junhao & Yuan, Chenggui, 2022. "Stability of numerical solution to pantograph stochastic functional differential equations," Applied Mathematics and Computation, Elsevier, vol. 431(C).
    • Handle: RePEc:eee:apmaco:v:431:y:2022:i:c:s0096300322004003
    DOI: 10.1016/j.amc.2022.127326
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    References listed on IDEAS

    as
    1. Ahmad, Iftikhar & Mukhtar, Areej, 2015. "Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model," Applied Mathematics and Computation, Elsevier, vol. 261(C), pages 360-372.
    2. Zhan, Weijun & Gao, Yan & Guo, Qian & Yao, Xiaofeng, 2019. "The partially truncated Euler–Maruyama method for nonlinear pantograph stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 109-126.
    3. Ren, Yong & Wang, Kai & Yang, Huijin, 2019. "Stability analysis of stochastic pantograph multi-group models with dispersal driven by G-Brownian motion," Applied Mathematics and Computation, Elsevier, vol. 355(C), pages 356-365.
    Full references (including those not matched with items on IDEAS)

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