本文针对一般的非线性随机延迟微分方程,证明了当系统理论解满足均方稳定性条件时,则当方程的漂移和扩散项满足一定的条件时,Milstein方法也是均方稳定的,数学实验进一步验证了我们的结论.
We investigated the mean-square stability of Milstein method for nonlinear sto-chastic delay differential equations. When the analytical solution satisfies the conditions of mean-square stability,and if the drift term and diffusion term satisfy some restrictions,then the Milstein method is mean-square stable. This is also verified by several numerical exam- pies.