应用数学2010,Vol.23Issue(1):219-227,9.
带Poisson跳和Markovian调制的中立型随机延迟微分方程的数值解的收敛性
Convergence of Numerical Solutions to Neutral Stochastic Delay Differential Equation with Poisson Jump and Markovian Switching
摘要
关键词
Poisson跳/Euler-Maruyama方法/Markovian调制/局部Lipschitz条件Key words
Poisson jump/Euler-Maruyama method/Markovian switching/Local Lipschitz condition分类
数理科学引用本文复制引用
岑利群,周少波..带Poisson跳和Markovian调制的中立型随机延迟微分方程的数值解的收敛性[J].应用数学,2010,23(1):219-227,9.基金项目
Supported by the HUST Foundation of China (0125011017) (0125011017)