Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

Journal of Mathematical Analysis and Applications

Volumn 325, Issue 2, 2007, Pages 1142-1159

  Fan, Zhencheng ^a   Liu, Mingzhu ^a   Cao, Wanrong ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Semi implicit Euler method; Stochastic delay differential equation; Stochastic pantograph differential equation; The strong convergence

Indexed keywords

EID: 33750300159     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2006.02.063     Document Type: Article

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