Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations

Our effort is to develop a criterion on almost surely exponential stability of numerical solution to stochastic pantograph differential equations, with the help of the discrete semimartingale convergence theorem and the technique used in stable analysis of the exact solution. We will prove that the...

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Bibliographic Details
Main Author: Shaobo Zhou
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/751209
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