广西师范大学学报（自然科学版）2012，Vol.30Issue(2)：35-41,7.
随机微分方程1.5阶随机Taylor方法的指数稳定性
Exponential Stability of 1.5 Order Stochastic Taylor Method for Stochastic Differential Equations
摘要
Abstract
In this paper,of implicit stochastic Taylor method with the exponential stability of 1. 5 order and feather of almost sure and small-moments is investigated. It is proved that the numerical method can unconditionally inherit the almost sure exponential stability and the p-th -moment exponential stability of the underlying system when 0<p<2. An illustrative numerical example is presented to demonstrate the theoretical results.关键词
线性随机微分方程/强1.5阶隐式随机Taylor方法/几乎处处指数稳定/矩指数稳定Key words
linear stochastic differential equation/strong 1. 5 order implicit stochastic Taylor method/al-most sure exponential stability/moment exponential stability分类
数理科学引用本文复制引用
张浩奇,张浩敏..随机微分方程1.5阶随机Taylor方法的指数稳定性[J].广西师范大学学报（自然科学版）,2012,30(2):35-41,7.基金项目
国家自然科学基金资助项目(11101101) （11101101）
广西自然科学基金资助项目(20011GXNSFD018003) （20011GXNSFD018003）
广西空间信息与测绘重点实验室资助课题(桂科能1103108-08) （桂科能1103108-08）
