研究了Heun法用于求解随机微分方程的稳定性,利用随机变量服从正态分布的性质,得到了在噪声为乘性噪声时,Heun法用于求解标量自治随机微分方程的均方稳定性、指数稳定性和T-稳定性的充要条件.
The positive solutions to the stability of Heun method in solving stochastic differential equations are studied. In the circumstance of measurement noise, the sufficient and necessary conditions for the mean square stability , the exponential stability and T- stability of Heun method in solving autonomous scalar stochastic differential equations was gained by using the property of stochastic variable being subordinated to normal distribution.