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Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-03
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
Our effort is to develop a criterion on almost surely exponential stability of numerical solution to stochastic pantograph differential equations, with the help of the discrete semimartingale convergence theorem and the technique used in stable analysis of the exact solution.
We will prove that the Euler-Maruyama (EM) method can preserve almost surely exponential stability of stochastic pantograph differential equations under the linear growth conditions.
And the backward EM method can reproduce almost surely exponential stability for highly nonlinear stochastic pantograph differential equations.
A highly nonlinear example is provided to illustrate the main theory.
American Psychological Association (APA)
Zhou, Shaobo. 2014. Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1014726
Modern Language Association (MLA)
Zhou, Shaobo. Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations. Abstract and Applied Analysis No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1014726
American Medical Association (AMA)
Zhou, Shaobo. Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1014726
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014726