研究了中立型随机延迟微分方程Euler-Maruyama方法的T-稳定性。给出了Euler-Maruyama方法T-稳定的充分条件。从运用计算机实现的角度来说这种直接针对样本路径的稳定性较均方稳定性更具优势。数值算例的模拟结果验证了理论上获得结果的正确性。
T-stability of the Euler-Maruyama method was studied for stochastic delay differential equation of neutral type. The sufficient conditions of T-stability of the Euler-Maruyama method were given. The stability is superior to MS-stability from the viewpoint of computer implementation. The simulation results of the numerical examples verify the results obtained in theory.