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中立型随机延迟微分方程分裂步θ方法的强收敛性

本站小编 Free考研考试/2021-12-27

彭捷, 代新杰, 肖爱国, 卜玮平
湘潭大学数学与计算科学学院, 湘潭 411105
收稿日期:2018-02-08出版日期:2020-02-15发布日期:2020-02-15


基金资助:国家自然科学基金(11671343,11601460),湖南省自然科学基金(2018JJ3491)和湖南省研究生科研创新重点项目(CX20190420)资助.


STRONG CONVERGENCE OF THE SPLIT-STEP θ METHOD FOR NEUTRAL STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

Peng Jie, Dai Xinjie, Xiao Aiguo, Bu Weiping
School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, China
Received:2018-02-08Online:2020-02-15Published:2020-02-15







摘要



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中立型随机延迟微分方程常出现在一些科学技术和工程领域中.本文在漂移系数和扩散系数关于非延迟项满足全局Lipschitz条件,关于延迟项满足多项式增长条件以及中立项满足多项式增长条件下,证明了分裂步θ方法对于中立型随机延迟微分方程的强收敛阶为1/2.数值实验也验证了这一理论结果.
MR(2010)主题分类:
34K40
34K50
60H35
65L20

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