Mean-Square Stability of Milstein Methods for Stochastic Pantograph Equations

被引：3
|
作者：
Xiao, Feiyan [1 ,2 ]
Qin, Tingting [1 ]
Zhang, Chengjian [1 ]
机构：
[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China
[2] Guangxi Normal Univ, Sch Math & Stat, Guilin 541004, Peoples R China
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2013年 / 2013卷
关键词：
SEMIIMPLICIT EULER METHOD; DIFFERENTIAL-EQUATIONS; CONVERGENCE;
D O I：
10.1155/2013/724241
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This paper deals with nonlinear stochastic pantograph equations. For solving the equations, a class of extended Milstein methods are suggested. Amean-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.
引用
收藏
页数：7
相关论文
共 50 条
12345