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author:

王梅真 (王梅真.) [1]

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CQVIP

Abstract:

将Milstein方法应用于一般的非线性随机微分方程,证明了此数值方法是均方稳定的,并给出该方法满足均方稳定性的条件.

Keyword:

MILSTEIN方法 均方稳定 非线性随机微分方程

Community:

  • [ 1 ] 福州大学数学与计算机科学学院,福州福建350108

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Source :

佳木斯大学学报:自然科学版

ISSN: 1008-1402

Year: 2009

Issue: 5

Volume: 27

Page: 773-774

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: 0

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