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• W2077900908 abstract "Abstract This paper investigates the convergence rate of Euler–Maruyama scheme for a class of stochastic pantograph differential equations, which may not satisfy the general linear growth condition. We reveal that the convergence order for the equations driven by Brownian motion is 1 2 . We also demonstrate that, along with the value of the exponent p ⩾ 2 increasing gradually, the convergence rate for the equations with Markovian jump is decreasing. This conclusion is entirely different from the case without Markovian jump." @default.
• W2077900908 created "2016-06-24" @default.
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• W2077900908 date "2014-06-01" @default.
• W2077900908 modified "2023-10-02" @default.
• W2077900908 title "Convergence rate of Euler–Maruyama scheme for stochastic pantograph differential equations" @default.
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• W2077900908 doi "https://doi.org/10.1016/j.cnsns.2013.10.015" @default.
• W2077900908 hasPublicationYear "2014" @default.
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