Stability of numerical solution to pantograph stochastic functional differential equations

被引:3
作者
Wu, Hao [1 ]
Hu, Junhao [1 ]
Yuan, Chenggui [2 ]
机构
[1] South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430000, Hubei, Peoples R China
[2] Swansea Univ, Dept Math, Bay Campus, Swansea SA1 8EN, W Glam, Wales
关键词
Exponential stability; Polynomial stability; Euler-Maruyama; PSFDEs; EXPONENTIAL STABILITY; DRIVEN;
D O I
10.1016/j.amc.2022.127326
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.(c) 2022 Elsevier Inc. All rights reserved.
引用
收藏
页数:13
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