郑州大学学报（理学版）2011，Vol.43Issue(1)：16-19,4.
求解非线性随机延迟微分方程加权格式的收敛性
Convergence of the Weighted Format for Non-linearity Stochastic Delay Differential Equation
摘要
Abstract
The convergence of the weighted format method in solving non-linearity stochastic delay differential equations was studied. In the circumstance of measurement noise, the convergence of weighted format method in solving non-linearity stochastic delay differential equations was gained. By using the property of stochastic variable being subordinated to normal distribution,the equal local convergence, average local convergence and strong convergence order of weighted format were 2, 1 and 1.关键词
随机微分方程/加权格式/收敛阶/全局Lipschitz条件Key words
stochastic differential equation/ weighted forrnat/ convergence order / global Lipschitz condition分类
数理科学引用本文复制引用
王鹏飞,殷凤..求解非线性随机延迟微分方程加权格式的收敛性[J].郑州大学学报（理学版）,2011,43(1):16-19,4.基金项目
忻州师范学院自然科学基金资助项目,编号200805. （）
