| 带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性 |
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| 引用本文： | 杨茜.带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性[J].佳木斯工学院学报,2009(6):948-952. |
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| 作者姓名： | 杨茜 |
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| 作者单位： | 西安工程大学理学院,陕西西安710048 |
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| 摘 要： | 研究带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性.将半隐式Milstein数值方法应用到补偿泊松过程及维纳过程驱动下的非线性随机延迟微分方程上进行讨论,给出了半隐式Milstein方法MS-稳定的条件.
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| 关 键 词： | 随机延迟微分方程 补偿泊松过程 半隐式Milstein方法 均方稳定 |
MS-stability of the Semi-implicit Milstein Method for the Stochastic Differential Delay Equations with Jumps |
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| Authors: | YANG Qian |
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| Affiliation: | YANG Qian (School of Science,Xian Polytechnic University,Xian 710048,China) |
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| Abstract: | The MS-stability of the semi-implicit Milstein method for stochastic delay differential equations with jumps was studied,the semi-implicit Milstein method for Nonlinear stochastic differential delay equation driven by Wiener processes and Compensated Poisson process was discussed,and the conditions that the semi-implicit Milstein method is MS-stable were obtained. |
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| Keywords: | stochastic differential delay equations compensated poisson process semi-implicit Milstein method MS-stability |
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