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Asymptotical mean-square stability of linear θ-methods for stochastic pantograph differential equations: variable stepsize and transformation approach

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The paper deals with the asymptotical mean-square stability of the linear θ-methods under variable stepsize and transformation approach for stochastic pantograph differential equations. A limiting ... Click to show full abstract

The paper deals with the asymptotical mean-square stability of the linear θ-methods under variable stepsize and transformation approach for stochastic pantograph differential equations. A limiting ...

Keywords: variable stepsize; stability linear; asymptotical mean; square stability; mean square; linear methods

Journal Title: International Journal of Computer Mathematics
Year Published: 2021

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