3 citations · 4 across the 2 of their papers we have counts for
2 papers
math.NA2015★ 3 cited
Stability of analytical solutions and convergence of numerical methods for non-linear stochastic pantograph differential equations
M. H. Song, Y. L. Lu, M. Z. Liu
In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equation…
math.NA2015★ 1 cited
Convergence of the tamed Euler scheme for stochastic differential equations with Piecewise Continuous Arguments under non-Lipschitz continuous coefficients
M. H. Song, Y. L. Lu, M. Z. Liu
Recently, Martin Hutzenthaler pointed out that the explicit Euler method fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with superline…