吉林大学学报（理学版）Issue(3)：451-459,9.DOI:10.13413/j.cnki.jdxblxb.2014.03.09
半线性随机变延迟微分方程数值解的收敛性
Convergence of Numerical Solutions for Semi-linear Stochastic Variable Delay Differential Equations
摘要
Abstract
The authors used the exponential Euler method to make the numerical solution convergence for semi-linear stochastic variable delay differential equation under the global Lipschitz condition and the linear growth condition, and the numerical solutions converge to the exact solution. The convergence order is 12 min{1,γ},γ∈(0,1].关键词
随机变延迟微分方程/指数Euler方法/Lipschitz条件/Itô公式/强收敛性Key words
stochastic variable delay differential equation/exponential Euler method/Lipschitz condition/Itôformula/strong convergence分类
数理科学引用本文复制引用
刘国清,张玲..半线性随机变延迟微分方程数值解的收敛性[J].吉林大学学报（理学版）,2014,(3):451-459,9.基金项目
黑龙江省教育厅科研项目(批准号:11553003) （批准号:11553003）
