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Stochastic θ-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude
1School of Automation, Huazhong University of Science and Technology, Wuhan 430074, China ; School of Mathematics and Computer Science, Wuhan Polytechnic University, Wuhan 430023, China.
Abstract:
This paper is concerned with the convergence of stochastic θ-methods for stochastic pantograph equations with Poisson-driven jumps of random magnitude. The strong order of the convergence of the numerical method is given, and the convergence of the numerical method is obtained. Some earlier results are generalized and improved.
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