@Article{IJNAM-8-214, author = {}, title = {Convergence and Stability of the Semi-Implicit Euler Method with Variable Stepsize for a Linear Stochastic Pantograph Differential Equation}, journal = {International Journal of Numerical Analysis and Modeling}, year = {2011}, volume = {8}, number = {2}, pages = {214--225}, abstract = {

The paper deals with convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation (SPDE). It is proved that the semi-implicit Euler method with variable stepsize is convergent with strong order $p = \frac{1}{2}$. The conditions under which the method is mean square stability are determined and the numerical experiments are given.

}, issn = {2617-8710}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/ijnam/683.html} }