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带跳变时滞随机微分方程E-M方法指数稳定性
引用本文:黄斌,王拉省,孙洁.带跳变时滞随机微分方程E-M方法指数稳定性[J].纺织高校基础科学学报,2008,21(3).
作者姓名:黄斌  王拉省  孙洁
作者单位:西安工程大学,理学院,陕西,西安,710048
基金项目:西安工程大学校管项目 
摘    要:研究了带跳变时滞随机微分方程Euler-Maruyama方法的指数稳定性.在全局Lipschitz条件及解析解和数值解在均方有界的条件下,证明了SDVDEJs的指数稳定性的充要条件是Eul-er-Maruyama方法下构造的数值解是指数稳定性.避免了寻找Lyapunov函数的困难,将指数稳定性的等价关系推广到带跳变时滞情形.

关 键 词:Euler-Maruyama方法  均方稳定  Poisson跳  It积分  指数稳定性

Exponential stability of E-M approximations of stochastic differential variable delay equations with jumps
HUANG Bin,WANG La-sheng,SUN Jie.Exponential stability of E-M approximations of stochastic differential variable delay equations with jumps[J].Basic Sciences Journal of Textile Universities,2008,21(3).
Authors:HUANG Bin  WANG La-sheng  SUN Jie
Abstract:The exponential stability of Euler-Maruyama method for the stochastic differential variable delay equation with jumps is mainly studied.The equivalence between exponential stability of exact solution and numerical solution which is constructed by Euler-Maruyama method is investigated under the condition that exact solution and numerical solution are both bounded in the meaning of Mean-square.The approach is trying to avoid the use of Lyapunov functions or functionals,and extend the main results to the jump case.
Keywords:
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