讨论了一类带分数Brown运动随机固定资产模型数值解的均方散逸性.在漂移系数和扩散系数满足单边Lipschitz条件和有界条件下,建立了随机固定资产模型补偿倒向Euler法数值解均方散逸性的判定准则.最后通过数值算例对结论进行了验证.
In this paper, we introduce a class of compensate backward Euler methods for stochastic capital system with fractional Brownian motion. Under the one-sided Lipschitz condition on the drift coefficient and the bounded condition on the diffusion coefficients, we obtain the mean-square dissipativity of the compensate backward Euler numerical solution of stochastic capital system with fractional Brownian motion. Finally, an example is given for verifying the algorithm of this paper.