T-stability of Numerical Solutions for Linear Stochastic Differential Equations with Delay  

作　　者：WANG Qi 

机构地区：[1]Faculty of Applied Mathematics, Guangdong University of Technology, Guangzhou 510006, Guangdong, China

出　　处：《Wuhan University Journal of Natural Sciences》2011年第4期277-281,共5页武汉大学学报（自然科学英文版）

基　　金：Supported by the National Natural Science Foundation of China(51008084);the Natural Science Foundation of Guangdong Province(9451009001002753)

摘　　要：In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.

关 键 词：stochastic delay differential equations Euler-Maruyama method numerical solution T-STABILITY 

分 类 号：O241.8[理学—计算数学]