典型文献
CONVERGENCE AND MEAN-SQUARE STABILITY OF EXPONENTIAL EULER METHOD FOR SEMI-LINEAR STOCHASTIC DELAY INTEGRO-DIFFERENTIAL EQUATIONS
文献摘要：
In this paper,the numerical methods for semi-linear stochastic delay integro-differential equations are studied.The uniqueness,existence and stability of analytic solutions of semi-linear stochastic delay integro-differential equations are studied and some suitable conditions for the mean-square stability of the analytic solutions are also obtained.Then the numerical approximation of exponential Euler method for semi-linear stochastic delay integro-differential equations is constructed and the convergence and the stability of the numerical method are studied.It is proved that the exponential Euler method is convergent with strong order 1/2 and can keep the mean-square exponential stability of the analytical solutions under some restrictions on the step size.In addition,numerical experiments are presented to confirm the theoretical results.
文献关键词：
中图分类号：
作者姓名：
Haiyan Yuan
作者机构：
Department of Mathematics,Heilongjiang Institute of Technology,Harbin 158100,China
文献出处：
引用格式：
[1]Haiyan Yuan-.CONVERGENCE AND MEAN-SQUARE STABILITY OF EXPONENTIAL EULER METHOD FOR SEMI-LINEAR STOCHASTIC DELAY INTEGRO-DIFFERENTIAL EQUATIONS)[J].计算数学（英文版）,2022(02):177-204
A类：
CONVERGENCE,EXPONENTIAL,EULER,LINEAR,STOCHASTIC,INTEGRO,DIFFERENTIAL,EQUATIONS
B类：
AND,MEAN,SQUARE,STABILITY,OF,METHOD,FOR,SEMI,DELAY,In,this,paper,numerical,methods,semi,linear,stochastic,delay,integro,differential,equations,studied,uniqueness,existence,stability,solutions,some,suitable,conditions,mean,square,also,obtained,Then,approximation,exponential,Euler,constructed,convergence,It,proved,that,convergent,strong,order,can,keep,analytical,under,restrictions,step,size,addition,experiments,presented,confirm,theoretical,results
AB值：
0.465054
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