Mean-Square Stability of Milstein Methods for Stochastic Pantograph Equations

Feiyan Xiao, Tingting Qin and Chengjian Zhang

Mathematical Problems in Engineering, 2013, vol. 2013, 1-7

Abstract:

This paper deals with nonlinear stochastic pantograph equations. For solving the equations, a class of extended Milstein methods are suggested. A mean-square stability criterion for this type of equations is presented. It is proved that under the suitable conditions the Milstein methods preserve the mean-square stability. Numerical examples further illustrate the obtained theoretical results.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:724241

DOI: 10.1155/2013/724241

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