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author:

王梅真 (王梅真.) [1]

Indexed by:

CQVIP

Abstract:

针对一般的非线性随机延迟微分方程,证明了如果系统本身的理论解满足均方稳定性条件,那么当方程的漂移项和扩散项满足一定的条件时,半稳式Milstein方法也是均方稳定的.

Keyword:

半隐式Milstein方法 均方稳定 非线性随机延迟微分方程

Community:

  • [ 1 ] 福州大学数学与计算机科学学院,福建福州350108

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Source :

商丘师范学院学报

ISSN: 1672-3600

Year: 2010

Issue: 9

Volume: 26

Page: 38-41

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count: -1

30 Days PV: 2

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