| 脉冲随机微分方程Milstein方法的稳定性(英文) |
| |
| 引用本文： | 赵桂华,刘明珠.脉冲随机微分方程Milstein方法的稳定性(英文)[J].黑龙江大学自然科学学报,2009,26(1). |
| |
| 作者姓名： | 赵桂华 刘明珠 |
| |
| 作者单位： | 哈尔滨工业大学数学系,哈尔滨,150001 |
| |
| 摘 要： | 研究脉冲随机微分方程Milstein方法的稳定性.通过对数值方法应用到线性方程所得到的差分方程的讨论,给出了Milstein方法的MS-稳定和GMS-稳定的条件,并给出了一些数值算例.
|
| 关 键 词： | 脉冲随机微分方程 MS-稳定 GMS-稳定 Milstein方法 |
Stability of the Milstein method for the impulsive stochastic differential equation |
| |
| ZHAO Gui-hua,LIU Ming-zhu.Stability of the Milstein method for the impulsive stochastic differential equation[J].Journal of Natural Science of Heilongjiang University,2009,26(1). |
| |
| Authors: | ZHAO Gui-hua LIU Ming-zhu |
| |
| Institution: | Department of Mathematics;Harbin Institute of Technology;Harbin 150001;China |
| |
| Abstract: | Stability of the Milstein method for impulsive stochastic differential equations is considered.By studying the difference equation,which is the outcome of applying the numerical method to a linear equation,the conditions under which the method is mean-square stable(MS-stable) and general mean-square stable(GMS-stable) are determined.And the numerical experiments are given. |
| |
| Keywords: | Impulsive stochastic differential equation MS-stable GMS-stable Milstein method |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
