Abstract:The paper deals with the numerical asymptotical mean-square stability of
split-step ? methods for stochastic pantograph differential equations, which
is the generalization of deterministic pantograph equations. Instead of the
quasi-geometric mesh, a fully-geometric mesh, widely used for deterministic
problems, is employed. A useful technique, the limiting equation, for
deterministic problems is also extended to stochastic problems based on
Kronecker product. Under the exact stability conditio… Show more
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