Fan, Zhencheng; Liu, Mingzhu The asymptotically mean square stability of the linear stochastic pantograph equation. (English) Zbl 1141.60350 Math. Appl. 20, No. 3, 519-523 (2007). Summary: The aim of this paper is to investigate the asymptotical mean square stability (MS-stable) of the analytical solution and the numerical method (the continuous \(\theta\)-method) for a linear stochastic pantograph equation. Conditions MS-stability of analytical solution and the numerical method are obtained. Cited in 4 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 65L20 Stability and convergence of numerical methods for ordinary differential equations Keywords:stochastic pantograph equation; continuous \(\theta\)-method; mean square stable PDFBibTeX XMLCite \textit{Z. Fan} and \textit{M. Liu}, Math. Appl. 20, No. 3, 519--523 (2007; Zbl 1141.60350)