Convergence and almost sure polynomial stability of the backward and forward–backward Euler methods for highly nonlinear pantograph stochastic differential equations
Copyright policy )Convergence and almost sure polynomial stability of the backward and forward–backward Euler methods for highly nonlinear pantograph stochastic differential equations
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- University of Niš Serbia
Numerical solutions to stochastic differential and integral equations, pantograph stochastic differential equations, one-sided Lipschitz condition, nonlinear growth conditions, backward and forward-backward Euler methods, Stochastic functional-differential equations, global a.s. asymptotic polynomial stability, Computational methods for stochastic equations (aspects of stochastic analysis), Stochastic ordinary differential equations (aspects of stochastic analysis)
Numerical solutions to stochastic differential and integral equations, pantograph stochastic differential equations, one-sided Lipschitz condition, nonlinear growth conditions, backward and forward-backward Euler methods, Stochastic functional-differential equations, global a.s. asymptotic polynomial stability, Computational methods for stochastic equations (aspects of stochastic analysis), Stochastic ordinary differential equations (aspects of stochastic analysis)
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