中立型时滞随机微分方程数值解的指数稳定性  

Exponential stability of numerical solutions for neutral stochastic differential delay equations

作　　者：王秋实 兰光强[1] WANG QiuShi;LAN GuangQiang(Faculty of Science,Beijing University of Chemical Technology,Beijing 100029,China)

机构地区：[1]北京化工大学理学院,北京100029

出　　处：《北京化工大学学报（自然科学版）》2019年第2期113-117,共5页Journal of Beijing University of Chemical Technology(Natural Science Edition)

基　　金：国家自然科学基金(11601025)

摘　　要：讨论了中立型时滞随机微分方程向后欧拉与前后欧拉数值解的几乎处处渐近指数稳定性,结果表明,在给定条件下,对于任意初值,用向后欧拉方法与前后欧拉方法得到非线性中立型时滞随机微分方程的数值解都是几乎处处渐近指数稳定的。Almost sure asymptotically exponential stabilities of backward and forward-backward Euler methods for neutral stochastic differential delay equations are discussed in this paper.For some given conditions and any initial condition,numerical solutions of backward and forward-backward Euler methods for neutral stochastic differential delay equations display almost sure asymptotically exponential stability.

关 键 词：中立型时滞随机微分方程 几乎处处指数稳定性 向后欧拉方法 前后欧拉方法 

分 类 号：O211.6[理学—概率论与数理统计]