Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations
Probability
2021-08-04 v1
Abstract
In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also show that the numerical solutions have the properties of almost surely polynomial stability and exponential stability with the help of semi-martingale convergence theorem.
Cite
@article{arxiv.2108.01248,
title = {Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations},
author = {Hao Wu and Junhao Hu and Chenggui Yuan},
journal= {arXiv preprint arXiv:2108.01248},
year = {2021}
}