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The th moment stability for the stochastic pantograph equation

✍ Scribed by Zhencheng Fan; Minghui Song; Mingzhu Liu

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
891 KB
Volume
233
Category
Article
ISSN
0377-0427

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✦ Synopsis

In this paper, we investigate the Ξ±th moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semiimplicit Euler method applying them are considered. The convergence result of the semiimplicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.

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