安徽大学学报（自然科学版）2012，Vol.36Issue(5)：26-30,5.
随机延迟微分方程分裂向后欧拉方法的T-稳定性
T-stability of split-step backward Euler method for stochastic delay differential equations
摘要
Abstract
T-stability of split-step backward Euler method was studied for linear stochastic delay differential equations with multiplicative noise. By discussing the difference equation,which was the outcome of applying the numerical method with a specified driving process to a test equation,the sufficient conditions of T-stability of the split-step backward Euler method were given.关键词
随机微分方程/延迟微分方程/欧拉方法/T-稳定性/驱动过程Key words
stochastic differential equations/delay differential equations/Euler method/T-stability/driving process分类
数理科学引用本文复制引用
王琦..随机延迟微分方程分裂向后欧拉方法的T-稳定性[J].安徽大学学报（自然科学版）,2012,36(5):26-30,5.基金项目
Supported by National Natural Science Foundation of China (11201084,51008084) （11201084,51008084）
