@Article{IJNAM-8-214,
author = {Y. Xiao, M. Song and M. Liu},
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 = {<p style="text-align: justify;">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.</p>},
issn = {2617-8710},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/ijnam/683.html}
}