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The paper introduces a new class of numerical schemes for the approximate solutions of stochastic pantograph equations. As an effective technique to implement implicit stochastic methods, strong predictor-corrector methods (PCMs) are designed to handle scenario simulation of solutions of stochastic pantograph equations. It is proved that the PCMs are strong convergent with order $\frac{1}{2}$. Linear MS-stability of stochastic pantograph equations and the PCMs are researched in the paper. Sufficient conditions of MS-unstability of stochastic pantograph equations and MS-stability of the PCMs are obtained, respectively. Numerical experiments demonstrate these theoretical results.
}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1506-m2014-0110}, url = {http://global-sci.org/intro/article_detail/jcm/9779.html} }The paper introduces a new class of numerical schemes for the approximate solutions of stochastic pantograph equations. As an effective technique to implement implicit stochastic methods, strong predictor-corrector methods (PCMs) are designed to handle scenario simulation of solutions of stochastic pantograph equations. It is proved that the PCMs are strong convergent with order $\frac{1}{2}$. Linear MS-stability of stochastic pantograph equations and the PCMs are researched in the paper. Sufficient conditions of MS-unstability of stochastic pantograph equations and MS-stability of the PCMs are obtained, respectively. Numerical experiments demonstrate these theoretical results.