Convergence and Almost Sure Polynomial Stability of Partially Truncated Split-Step Theta Method for Stochastic Pantograph Models with Lévy Jumps

Abstract

This paper addresses a stochastic pantograph model with Lévy leaps where non-jump coefficients exceed linearity. The partially truncated split-step theta method is introduced and applied to the proposed model. The finite time Lϱ^(ϱ^≥2) convergence rate of the numerical scheme is obtained. Furthermore, the almost sure polynomial stability of the numerical scheme is investigated and numerical examples are presented to endorse the addressed theorems.