本文研究一类线性随机延迟积分微分方程Euler-Maruyama方法的MS-稳定性.首先,我们讨论方程真解的均方指数稳定性条件.然后,在此假设条件下,证明了带有复合梯形公式的Euler-Maruyama方法是MS-稳定的.最后,数值试验验证了本文的结论.
This paper is concerned with the MS-stability of Euler-Maruyama method for a class of linear stochastic delay integro-differential equations.First,we discuss the sufficient conditions of mean-square exponential stability for the true solution of these equations.And then,under such conditions,it is shown that the Euler-Maruyama method with composite trapezoidal rule is MS-stable.At last,we validate our conclusions by numerical experiments.