Fan, Zhencheng Convergence of numerical solutions to stochastic delay differential equations with Markovian swithing under non-Lipschitz conditions. (English) Zbl 1399.65011 Math. Appl. 30, No. 4, 874-881 (2017). MSC: 65C30 PDFBibTeX XMLCite \textit{Z. Fan}, Math. Appl. 30, No. 4, 874--881 (2017; Zbl 1399.65011)
Fan, Zhencheng; Xiao, Yu Stability of stochastic differential equations with unbounded delay. (English) Zbl 1212.34252 Ann. Differ. Equations 25, No. 3, 309-315 (2009). MSC: 34K50 34K20 PDFBibTeX XMLCite \textit{Z. Fan} and \textit{Y. Xiao}, Ann. Differ. Equations 25, No. 3, 309--315 (2009; Zbl 1212.34252)
Fan, Zhencheng; Song, Minghui; Liu, Mingzhu The \(\alpha \)th moment stability for the stochastic pantograph equation. (English) Zbl 1206.65021 J. Comput. Appl. Math. 233, No. 2, 109-120 (2009). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 65C30 60H10 60H35 34K50 35K20 PDFBibTeX XMLCite \textit{Z. Fan} et al., J. Comput. Appl. Math. 233, No. 2, 109--120 (2009; Zbl 1206.65021) Full Text: DOI
Fan, Zhencheng; Liu, Mingzhu; Cao, Wanrong Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations. (English) Zbl 1107.60030 J. Math. Anal. Appl. 325, No. 2, 1142-1159 (2007). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 60J60 60H35 65C05 65C20 65C30 34K50 34F05 37H10 PDFBibTeX XMLCite \textit{Z. Fan} et al., J. Math. Anal. Appl. 325, No. 2, 1142--1159 (2007; Zbl 1107.60030) Full Text: DOI