应用数学2011，Vol.24Issue(4)：865-870,6.
非线性中立型随机延迟微分方程随机θ方法的稳定性
Stability of the Stochastic Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations
摘要
Abstract
The paper is concerned with the mean-square (MS) stability of the stochastic theta method for nonlinear neutral stochastic delay differential equations (NSDDEs). Under a sufficient condition of MS stability to NSDDEs,it is proved that the stochastic theta method is MS-stable for every stepsize if θ ∈ [1/2,1], or MS-stable for sufficiently small stepsize if θ ∈[0,1/2). Some examples to illustrate the applicability of our conclusions are presented.关键词
中立型随机延迟微分方程/均方稳定性/Euler-Maruyama方法/随机θ方法Key words
Neutral stochastic delay differential equations /MS-stability/Euler-Maruyama method/Stochastic theta method分类
数理科学引用本文复制引用
屈小妹..非线性中立型随机延迟微分方程随机θ方法的稳定性[J].应用数学,2011,24(4):865-870,6.基金项目
国家自然科学基金(10971077) （10971077）
