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3 个结果
  • 简介:Inthispaper,weconstructacompositeMilsteinmethodfornonlinearstochasticdifferentialdelayequations.ThenweanalyzethemeansquarestabilityforthismethodandobtainthestepsizeconditionunderwhichthecompositeMilsteinmethodismeansquarestable.Moreover,wegetthestepsizeconditionunderwhichthecompositeMilsteinmethodisglobalmeansquarestable.Anonlinearteststochasticdifferentialdelayequationisgivenfornumericaltests.Theresultsofnumericaltestsverifythetheoreticalresultsproposed.

  • 标签: 随机延迟微分方程 非线性测试 稳定性 平均 均方稳定 数值试验