| 随机延迟微分方程随机θ方法的几乎处处指数稳定 |
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| 引用本文： | 张玲.随机延迟微分方程随机θ方法的几乎处处指数稳定[J].大庆师范学院学报,2012,32(3):42-46. |
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| 作者姓名： | 张玲 |
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| 作者单位： | 大庆师范学院数学科学学院,黑龙江大庆,163712 |
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| 基金项目： | 黑龙江省教育厅青年骨干项目 |
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| 摘 要： | 研究了随机延迟微分方程的数值解的几乎处处指数稳定性问题,采用的是随机θ方法,应用连续半鞅收敛定理和离散半鞅收敛定理,证明了提出的方法的可行性,从而达到了研究目的。
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| 关 键 词： | 随机延迟微分方程 随机θ方法 指数稳定性 数值解 半鞅收敛定理 |
AlmostSure Exponential Stability Stochastic Theta Method for Stochastic Delay Differential Equations |
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| ZHANG Ling.AlmostSure Exponential Stability Stochastic Theta Method for Stochastic Delay Differential Equations[J].Journal of Daqing Normal University,2012,32(3):42-46. |
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| Authors: | ZHANG Ling |
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| Institution: | ZHANG Ling(College of Mathematics Science,Daqing Normal University,Daqing 163712,China) |
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| Abstract: | In this paper,we consider almost sure exponential stability of the stochastic theta method for stochastic delay differential equations.We use stochastic theta method and base on the continuous and discrete semimartingale convergence theorems in order to complete our aim. |
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| Keywords: | stochastic delay differential equations stochastic theta method Almost sure exponential stability numerical solutions semimartingale convergence theorems |
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