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Math. Anal. Appl.</a> <a href="/?q=in%3A188099" title="Articles in this Issue">325, No. 2, 1142-1159 (2007)</a>. </div> <div class="abstract">Consider the \(d\)-dimensional nonlinear stochastic pantograph equations of the Itô-type \[ dX(t) = f(t,X(t),X(qt)) dt + g(t,X(t),X(qt)) dB(t), \quad X(0)=X_0, \] with delay parameter \(0 < q < 1\) and time \(t \in [0,T]\), driven by an \(m\)-dimensional Brownian motion \(B\). First, the authors verify sufficient conditions for existence and uniqueness of the solutions of these equations such as the local Lipschitz and the linear growth conditions. For this purpose, they apply standard contraction mapping principles on Banach spaces \(L^2\) with appropriate standard metric. Second, under the usual Lipschitz and the linear growth conditions, it is proved that the drift-implicit Euler methods (in fact, stochastic \(\theta\)-methods with \(\theta \in [0,1]\)) for these equations converge in strong mean square sense with rate \(\frac{1}{2}\) along equidistant partitions of finite time-intervals \([0,T]\). Mean square stability of this numerical method is investigated under certain choices of step size \(h<1\) and Lipschitz-constants \(K\) with \(6 K h < 1\) as well. The leading error coefficient is estimated in terms of system parameters, too. Finally, some numerical illustrations for two nonlinear examples with \(\theta = 0\) and \(\theta = 0.5\) are presented.<div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A8244">Henri Schurz (Carbondale)</a></div> <div class="clearfix"></div></div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=ci%3A5078881">Cited in <strong>2</strong> Reviews</a></div><div class="clear"><a href="/?q=rf%3A5078881">Cited in <strong>48</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A60H10" title="MSC2020">60H10</a> </td> <td class="space"> Stochastic ordinary differential equations (aspects of stochastic analysis) </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A60J60" title="MSC2020">60J60</a> </td> <td class="space"> Diffusion processes </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A60H35" title="MSC2020">60H35</a> </td> <td class="space"> Computational methods for stochastic equations (aspects of stochastic analysis) </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A65C05" title="MSC2020">65C05</a> </td> <td class="space"> Monte Carlo methods </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A65C20" title="MSC2020">65C20</a> </td> <td class="space"> Probabilistic models, generic numerical methods in probability and statistics </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A65C30" title="MSC2020">65C30</a> </td> <td class="space"> Numerical solutions to stochastic differential and integral equations </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A34K50" title="MSC2020">34K50</a> </td> <td class="space"> Stochastic functional-differential equations </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A34F05" title="MSC2020">34F05</a> </td> <td class="space"> Ordinary differential equations and systems with randomness </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A37H10" title="MSC2020">37H10</a> </td> <td class="space"> Generation, random and stochastic difference and differential equations </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Astochastic+delay+differential+equation">stochastic delay differential equation</a>; <a href="/?q=ut%3Anonlinear+stochastic+pantograph+equation">nonlinear stochastic pantograph equation</a>; <a href="/?q=ut%3Anumerical+approximation">numerical approximation</a>; <a href="/?q=ut%3Adrift-implicit+Euler+method">drift-implicit Euler method</a>; <a href="/?q=ut%3Astochastic+theta-method">stochastic theta-method</a>; <a href="/?q=ut%3Astrong+mean+square+convergence">strong mean square convergence</a>; <a href="/?q=ut%3Aconvergence+rate">convergence rate</a></div> <!-- Modal used to show zbmath metadata in different output formats--> <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;"> <!-- alert for connection errors etc --> </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function"> <!-- Button trigger metadata modal --> <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1107.60030" data-ciurl="/ci/05078881" data-biburl="/bibtex/05078881.bib" data-amsurl="/amsrefs/05078881.bib" data-xmlurl="/xml/05078881.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/05078881.pdf" title="Zbl 1107.60030 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jmaa.2006.02.063" aria-label="DOI for “Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations”" title="10.1016/j.jmaa.2006.02.063">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Appleby, J. 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Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. 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