| 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: | |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
