带跳随机延迟微分方程半隐式Euler方法的均方指数稳定性  

Mean-square exponential stability of the semi-implicit Euler method for stochastic delay differential equations with jumps

作　　者：徐丽丽[1] 刘翙 

机构地区：[1]湖北师范学院数学与统计学院

出　　处：《湖北师范学院学报（自然科学版）》2014年第2期70-73,共4页Journal of Hubei Normal University(Natural Science)

摘　　要：研究带跳随机延迟微分方程半隐式Euler方法的均方指数稳定性.将半隐式Euler方法应用到维纳过程和泊松过程驱动下的非线性随机延迟微分方程上进行讨论,给出了半隐式Euler方法的均方指数稳定性的条件.In this paper,the authors investigated the mean square exponential stability of the semi-implicit Euler method for stochastic delay differential equations with jumps. The semi implicit Euler method applied to the nonlinear stochastic delay differential equations which driven by Wiener process and Poisson process,and gave conditions about mean square exponential stability of the semi-implicit Euler method.

关 键 词：非线性带跳随机延迟微分方程 半隐式EULER方法 均方指数稳定 

分 类 号：O241.8[理学—计算数学]