The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations

被引：10
|
作者：
Zhan, Weijun [1 ]
Gao, Yan [2 ]
Guo, Qian [2 ]
Yao, Xiaofeng [2 ]
机构：
[1] Shanghai Univ, Dept Math, Shanghai, Peoples R China
[2] Shanghai Normal Univ, Dept Math, Shanghai, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2019年 / 346卷
基金：
中国国家自然科学基金;
关键词：
Pantograph stochastic differential equation; Partially truncated Euler-Maruyama method; Khasminskii-type condition; Polynomial stability; STABILITY; CONVERGENCE; UNIQUENESS; EXISTENCE;
D O I：
10.1016/j.amc.2018.10.052
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper develops the partially truncated Euler-Maruyama method for a class of highly nonlinear pantograph stochastic differential equations under the generalized Khasminskiitype conditions. The order of L-P-convergence is obtained. Moreover, some almost sure polynomial stability and mean square polynomial stability criteria are established for the numerical solution. Numerical examples are provided to illustrate the theoretical results. (C) 2018 Elsevier Inc. All rights reserved.
引用
收藏
页码：109 / 126
页数：18
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