Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, China
Copyright © 2011 Zhanhua Yu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost surely asymptotic stability. Numerical examples are demonstrated for illustration.