| 中立型随机延迟微分方程θ-方法的均方稳定性 |
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| 引用本文： | 王文强.中立型随机延迟微分方程θ-方法的均方稳定性[J].吉首大学学报(自然科学版),2014,35(2):10-14. |
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| 作者姓名： | 王文强 |
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| 作者单位： | （湘潭大学数学与计算科学学院,湖南 湘潭 411105） |
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| 基金项目： | 国家自然科学基金资助项目(11271311,11171352) |
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| 摘 要： | 讨论θ-方法用于求解非线性中立型随机延迟微分方程初值问题时数值解的稳定性,给出了θ-方法均方稳定的一个充分条件.
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| 关 键 词： | 中立型随机延迟微分方程 θ-方法 均方稳定 |
Mean-Square Stability of θ-Methods for Neutral Nonlinear Stochastic Delay Differential Equations |
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| WANG Wen-Qiang.Mean-Square Stability of θ-Methods for Neutral Nonlinear Stochastic Delay Differential Equations[J].Journal of Jishou University(Natural Science Edition),2014,35(2):10-14. |
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| Authors: | WANG Wen-Qiang |
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| Institution: | (School of Mathematics and Computational Science,Xiangtan University,Xiangtan 411105,Hunan China) |
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| Abstract: | The mean-square stability of Euler method is investigated for nonlinear neutral stochastic delay differential equations.It is proved that the numerical method is mean-square stable(MS-stable) under a sufficient condition. |
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| Keywords: | neutral stochastic delay differential equations &theta&prev_q=&theta')" href="#">&theta" target="_blank">&theta')" href="#">&theta -methods" target="_blank">-methods')" href="#">-methods mean-square stable |
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