一类非线性中立型随机延迟微分方程的截断型θ-EM方法  

The truncatedθ-EM method for a class of nonlinear neutral stochastic delay differential equations

作　　者：李燕[1] 王朝航 高帅斌 LI Yan;WANG Zhaohang;GAO Shuaibin(College of Science,Huazhong Agricultural University,Wuhan 430070;School of Mathematics and Statistics,South-Central University for Nationalities,Wuhan 430074;Mathematics&Science College of Shanghai Normal University,Shanghai 200233)

机构地区：[1]华中农业大学理学院,武汉430070 [2]中南民族大学数学与统计学学院,武汉430074 [3]上海师范大学数理学院,上海200233

出　　处：《南京信息工程大学学报（自然科学版）》2021年第5期533-539,共7页Journal of Nanjing University of Information Science & Technology（Natural Science Edition）

基　　金：国家自然科学基金(62076106)。

摘　　要：本文考虑了一类非线性中立型随机延迟微分方程,其漂移项系数和扩散项系数均是超线性增长的,且中立项满足压缩映射条件.本文建立了这类方程的截断型θ-EM算法,并得到了其收敛率.最后,给出一个例子验证了理论结果.Here we consider a class of nonlinear neutral stochastic delay differential equations.The coefficients of the drift term and diffusion term could increase superlinearly,and the neutral term satisfies the contractive mapping condition.The truncatedθ-EM method for this type of equations is established and the convergence rate is obtained.Finally,an example is given to verify the theoretical result.

关 键 词：随机延迟微分方程 中立项 截断型θ-EM算法 强收敛率 

分 类 号：O241.8[理学—计算数学]