@Article{JCM-34-1,
author = {Xiao , Feiyan and Wang , Peng},
title = {Strong Predictor-Corrector Methods for Stochastic Pantograph Equations},
journal = {Journal of Computational Mathematics},
year = {2016},
volume = {34},
number = {1},
pages = {1--11},
abstract = {<p style="text-align: justify;">The paper introduces a new class of numerical schemes for the approximate solutions of stochastic pantograph equations. As an effective technique to implement implicit stochastic methods, strong predictor-corrector methods (PCMs) are designed to handle scenario simulation of solutions of stochastic pantograph equations. It is proved that the PCMs are strong convergent with order $\frac{1}{2}$. Linear MS-stability of stochastic pantograph equations and the PCMs are researched in the paper. Sufficient conditions of MS-unstability of stochastic pantograph equations and MS-stability of the PCMs are obtained, respectively. Numerical experiments demonstrate these theoretical results.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1506-m2014-0110},
url = {http://global-sci.org/intro/article_detail/jcm/9779.html}
}