The alpha th moment stability for the stochastic pantograph equation

doi:10.1016/j.cam.2009.04.024

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	The alpha th moment stability for the stochastic pantograph equation
	Fan, Zhencheng 1; Song, Minghui 1,2; Liu, Mingzhu 1
	2009-11-15
发表期刊	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
ISSN	0377-0427
卷号	233 期号:2 页码:109-120
摘要	In this paper, we investigate the alpha 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 semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit 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. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.
关键词	Stochastic pantograph equation Razumikhin type theorem MS-stability GMS-stability Semi-implicit Euler methods
DOI	10.1016/j.cam.2009.04.024
语种	英语
资助项目	NSF of P.R. China[A0671047]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000270619900003
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7854
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, Mingzhu
作者单位	1.Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Fan, Zhencheng,Song, Minghui,Liu, Mingzhu. The alpha th moment stability for the stochastic pantograph equation[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2009,233(2):109-120.
APA	Fan, Zhencheng,Song, Minghui,&Liu, Mingzhu.(2009).The alpha th moment stability for the stochastic pantograph equation.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,233(2),109-120.
MLA	Fan, Zhencheng,et al."The alpha th moment stability for the stochastic pantograph equation".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 233.2(2009):109-120.