数学季刊(英文版)
數學季刊(英文版)
수학계간(영문판)
CHINESE QUARTERLY JOURNAL OF MATHEMATICS
2011年
3期
405-409
,共5页
毛伟%韩修静%陈波
毛偉%韓脩靜%陳波
모위%한수정%진파
stochastic pantograph equations%Poisson random measure%semi-implicit Euler method%strong convergence
In this paper, we present the semi-implicit Euler(SIE) numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square sense under the Local Lipschitz condition.