Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations

Hao Wu; Junhao Hu; Chenggui Yuan

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arXiv · 2108.01248

Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations

Hao Wu·Junhao Hu·Chenggui Yuan

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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.

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Hao Wu, Junhao Hu, Chenggui Yuan. 2021-08-03. Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations. https://arxiv.org/abs/2108.01248

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