| 带有Poisson跳的随机延迟微分方程数值算法的几乎必然指数稳定性 |
| |
| 作者单位： | ;1.安徽新华学院通识教育部 |
| |
| 摘 要： | 运用Lyapunov函数和半鞅收敛定理,研究了带有Poisson跳的随机延迟微分方程(SDDEJ)在满足局部Lipschitz条件和线性增长条件时,如何保证全局解的唯一存在性,证明了用EM算法和倒向EM算法求解带有Poisson跳的随机延迟微分方程(SDDEJ)所得数值解的几乎必然指数稳定性.
|
| 关 键 词： | 带有Poisson跳的随机延迟微分方程 EM算法 倒向EM算法 几乎必然指数稳定性 |
Almost Sure Exponential Stability of Stochastic Delay Differential Equations with Poisson Jumps |
| |
| Affiliation: | ,Department of Liberal Education,Anhui Xinhua University |
| |
| Abstract: | By using Lyapunov function and semimartingale convergence theorems,this paper investigates how to guarantee the unique existence of the global solution when the stochastic delay differential equations with Poisson jumps( SDDEJ) satisfy the local Lipschitz condition and the linear growth condition. The almost sure exponential stability of the numerical solutions by EM method and backward EM method for the SDDEJs are proved. |
| |
| Keywords: | Stochastic delay differential equations with Poisson jumps EM method backward EM method almost sure exponential stability |
|
