Almost Sure Exponential Stability of Numerical Solutions for Stochastic Pantograph Differential Equations with Poisson Jumps

The stability analysis of the numerical solutions of stochastic models has gained great interest, but there is not much research about the stability of stochastic pantograph differential equations. This paper deals with the almost sure exponential stability of numerical solutions for stochastic pant...

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Hlavní autoři:	Amr Abou-Senna, Boping Tian
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2022-09-01
Edice:	Mathematics
Témata:	stochastic pantograph differential equation with jumps Poisson process Euler–Maruyama method backward Euler–Maruyama method almost sure exponential stability Lipschitz condition polynomial growth condition
On-line přístup:	https://www.mdpi.com/2227-7390/10/17/3137
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