Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
By Zhencheng Fan, Mingzhu Liu, Wanrong Cao. 2007
87 citations recorded by the source corpus.
Abstract In this paper the sufficient conditions of existence and uniqueness of the solutions for stochastic pantograph equation are given, i.e., the local Lipschitz condition and the linear growth condition. Under the Lipschitz condition and the linear growth condition it is proved that the semi-implicit Euler method is convergence with strong order 1 2 .
Subfields: Applied Mathematics, Finance, Modeling and Simulation
View Paper: https://www.semanticscholar.org/paper/e0c06afd05370ae48a5eba06c636014bacd35c28
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In Applied Mathematics
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In Finance
In Modeling and Simulation
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Citations in the corpus
- The use of the decomposition procedure of Adomian for solving a delay differential equation arising in electrodynamics (2008, background): “In [15] the sufficient conditions for the existence and uniqueness of the solutions for stochastic pantograph equation, i.”