Article ID Journal Published Year Pages File Type
4640636 Journal of Computational and Applied Mathematics 2009 12 Pages PDF
Abstract

In this paper, we investigate the ααth 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.

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Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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