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脉冲随机微分方程Milstein方法的稳定性
  • ISSN号：1001-7011
  • 期刊名称：《黑龙江大学自然科学学报》
  • 时间：0
  • 分类：O189.1[理学—数学;理学—基础数学]
  • 作者机构：[1]哈尔滨工业大学数学系,哈尔滨150001
  • 相关基金：Foundation item： Supported by the Natural Science Foundation of China （10671047）
作者： 赵桂华[1], 刘明珠[1]
关键词： 脉冲随机微分方程, MS-稳定, GMS-稳定, MILSTEIN方法, Impulsive stochastic differential equation , MS - stable , GMS - stable , Milstein method
中文摘要：

研究脉冲随机微分方程Milstein方法的稳定性．通过对数值方法应用到线性方程所得到的差分方程的讨论，给出了Milstein方法的MS-稳定和GMS-稳定的条件，并给出了一些数值算例．

英文摘要：

Stability of the Milstein method for impulsive stochastic differential equations is considered. By studying the difference equation, which is the outcome of applying the numerical method to a linear equation, the conditions under which the method is mean - square stable （ MS - stable） and general mean- square stable （GMS- stable） are determined. And the numerical experiments are given.

同期刊论文项目
延迟微分方程和随机延迟微分方程的数值分析
期刊论文 40
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期刊信息
  • 《黑龙江大学自然科学学报》
  • 北大核心期刊（2011版）
  • 主管单位:黑龙江省教育厅
  • 主办单位:黑龙江大学
  • 主编：霍丽华
  • 地址：哈尔滨市学府路74号
  • 邮编：150080
  • 邮箱：hdxb@vip.sohu.com
  • 电话：0451-86608818
  • 国际标准刊号：ISSN：1001-7011
  • 国内统一刊号：ISSN：23-1181/N
  • 邮发代号:14-114
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  • 被引量:4204