In this paper the sufficient conditions of existence and uniqueness of the solutions for stochastic pantograph equation are given, i.e., the local Lipschitz condition and the linear growth condition. Under the Lipschitz condition and the linear growth condition it is proved that the semi-implicit Euler method is convergence with strong order 1/2.

This paper addresses time-delayed feedback control (DFC) of time-delay chaotic systems. To extend the DFC approach to time-delay chaotic system, alter having been successfully used in chaotic systems without time-delays, the standard feedback control (SFC) method is firstly employed to show the main control technique in this paper based on one error control system. Then sufficient conditions for stabilization and tracking problems via DFC are derived from the results based on SFC. Also, the systematic and analytic controller design method can be obtained to stabilize the system to an unstable fixed point and to tracking an unstable periodic orbit, respectively. Some numerical examples are provided to demonstrate the effectiveness of the presented method.

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