Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations - Guo, Ping; Li, Chong–Jun (Numerical algorithms, 2019)
Keywords: Algebra; Algorithms; Approximation; Computer Science; Decay rate; Differential equations; Exact solutions; Liapunov exponents; Numeric Computing; Numerical Analysis; Numerical methods; Original Paper; Pantographs; Polynomials; Stability; Theory of Computation; Stochastic linear theta method; 60H10; General decay rate; 65C30; 65L20; Stochastic pantograph differential equation; Almost sure stability; Split-step theta method