Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations

Abstract and Applied Analysis. 2011;2011 DOI 10.1155/2011/143079


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Journal Title: Abstract and Applied Analysis

ISSN: 1085-3375 (Print); 1687-0409 (Online)

Publisher: Hindawi Publishing Corporation

LCC Subject Category: Science: Mathematics

Country of publisher: Egypt

Language of fulltext: English

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Zhanhua Yu (Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, China)


Blind peer review

Editorial Board

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Time From Submission to Publication: 27 weeks


Abstract | Full Text

We study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost surely asymptotic stability. Numerical examples are demonstrated for illustration.