| 带跳随机延迟微分方程半隐式Euler方法的均方指数稳定性 |
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| 引用本文： | 徐丽丽,刘翙.带跳随机延迟微分方程半隐式Euler方法的均方指数稳定性[J].湖北师范学院学报(自然科学版),2014(2):70-73. |
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| 作者姓名： | 徐丽丽 刘翙 |
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| 作者单位： | 湖北师范学院数学与统计学院,湖北黄石435002 |
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| 摘 要： | 研究带跳随机延迟微分方程半隐式Euler方法的均方指数稳定性.将半隐式Euler方法应用到维纳过程和泊松过程驱动下的非线性随机延迟微分方程上进行讨论,给出了半隐式Euler方法的均方指数稳定性的条件.
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| 关 键 词： | 非线性带跳随机延迟微分方程 半隐式Euler方法 均方指数稳定 |
Mean-square exponential stability of the semi-implicit Euler method for stochastic delay differential equations with jumps |
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| XU Li-li,LIU Hui.Mean-square exponential stability of the semi-implicit Euler method for stochastic delay differential equations with jumps[J].Journal of Hubei Normal University(Natural Science),2014(2):70-73. |
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| Authors: | XU Li-li LIU Hui |
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| Institution: | (College of Mathematics and Statistics, Hubei Normal University, Huangshi 435002,China) |
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| Abstract: | In this paper,the authors investigated the mean square exponential stability of the semi-implicit Euler method for stochastic delay differential equations with jumps. The semi implicit Euler method applied to the nonlinear stochastic delay differential equations which driven by Wiener process and Poisson process,and gave conditions about mean square exponential stability of the semi-implicit Euler method. |
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| Keywords: | nonlinear stochastic delay differential equations with jumps semi-implicit Euler method mean-square exponential stable |
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