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Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations

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 نشر من قبل Hao Wu
 تاريخ النشر 2021
  مجال البحث
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In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also show that the numerical solutions have the properties of almost surely polynomial stability and exponential stability with the help of semi-martingale convergence theorem.



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