Stability of numerical solution to pantograph stochastic functional differential equations

Hao Wu, Junhao Hu and Chenggui Yuan

Applied Mathematics and Computation, 2022, vol. 431, issue C

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.

Keywords: Exponential stability; Polynomial stability; Euler–Maruyama; PSFDEs (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:431:y:2022:i:c:s0096300322004003

DOI: 10.1016/j.amc.2022.127326

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