| 一类带Poisson跳的随机森林发展系统数值解的收敛性 |
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| 引用本文： | 吕淑婷,张启敏.一类带Poisson跳的随机森林发展系统数值解的收敛性[J].宁夏大学学报(自然科学版),2010,31(4):301-304,308. |
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| 作者姓名： | 吕淑婷 张启敏 |
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| 作者单位： | 1. 北方民族大学信息与计算科学学院,宁夏,银川,750021
2. 宁夏大学数学与计算机学院,宁夏银川,750021 |
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| 基金项目： | 教育部重点基金资助项目(208160); 北方民族大学科学研究基金资助项目(2009Y031) |
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| 摘 要： | 根据显式Euler数值方法,构造了一类带Possion跳的随机森林发展系统的数值解,并应用It？公式和Burkholder-Davis-Gundy不等式证明了数值解的收敛性,给出了数值解收敛于解析解的充分条件.
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| 关 键 词： | 随机森林系统 Possion跳 Euler方法 收敛 |
Convergence of Numerical Solutions to Stochastic Forest Evolution Equation with Poisson Jump |
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| Lü Shuting,Zhang Qimin.Convergence of Numerical Solutions to Stochastic Forest Evolution Equation with Poisson Jump[J].Journal of Ningxia University(Natural Science Edition),2010,31(4):301-304,308. |
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| Authors: | Lü Shuting Zhang Qimin |
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| Institution: | Lü Shuting1,Zhang Qimin2(1.School of Information and Computation Science,Beifang University of Nationalities,Yinchuan 750021,China,2.School of Mathematics and Computer Science,Ningxia University,China) |
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| Abstract: | A class of stochastic forest with Possion jump development system is discussed in this paper.Firstly,the system’s numerical solution is constructed according to the Euler numerical method.Then the convergence of the numerical solution is discussed by the It？ formula and the Burkholder-Davis-Gundy inequality.At last the sufficient condition which the numerical solution converges to analytic solution is obtained. |
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| Keywords: | stochastic forest system poisson jump euler method convergence |
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