Open Access
2014 Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations
Shaobo Zhou
Abstr. Appl. Anal. 2014(SI08): 1-9 (2014). DOI: 10.1155/2014/751209

Abstract

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.

Citation

Download Citation

Shaobo Zhou. "Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations." Abstr. Appl. Anal. 2014 (SI08) 1 - 9, 2014. https://doi.org/10.1155/2014/751209

Information

Published: 2014
First available in Project Euclid: 2 October 2014

MathSciNet: MR3219386
Digital Object Identifier: 10.1155/2014/751209

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI08 • 2014
Back to Top