|
|||||
|
|
T-stability of Numerical Solutions for Linear Stochastic Differential Equations with Delay |
|
| Authors: | WANG Qi Faculty of Applied Mathematics Guangdong University of Technology Guangzhou Guangdong China |
| Affiliation: | WANG Qi Faculty of Applied Mathematics,Guangdong University of Technology,Guangzhou 510006,Guangdong,China |
| Abstract: | In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results. |
| Keywords: | stochastic delay differential equations Euler-Maruyama method numerical solution T-stability |
| 本文献已被 CNKI 等数据库收录！ | |