带泊松跳随机变延迟微分方程平衡方法的收敛性  

CONVERGENCE BALANCED METHODS FOR STOCHASTIC VARIABLE DELAY DIFFERENTIAL EQUATIONS WITH POISSON JUMPS

作　　者：包学忠 胡琳[1] 郭慧清 Bao Xuezhong;Hu Lin;Guo Huiqing(School of Science,Jiangxi University of Science and Technology,Ganzhou 341000)

机构地区：[1]江西理工大学理学院,赣州341000

出　　处：《高等学校计算数学学报》2020年第3期243-276,共34页Numerical Mathematics A Journal of Chinese Universities

基　　金：国家自然科学资金(No.11801238,11561028);江西省教育厅青年资金项目(GJJ170566);江西理工大学创新创业训练计划项目(DC2018-017).

摘　　要：In this paper,we use the balanced method to study the numerical solution mean-square convergence for stochastic variable delay differential equations with Poisson jum ps,It is proved that the balanced method is convergence with strong order 1/2γ,γ∈(0,1].Moreover,Some numerical simulations are presented to verify the conclusions.

关 键 词：stochastic variable delay differential equation Poisson jump balanced methods mean-square convergence 

分 类 号：O241.81[理学—计算数学]