线性随机比例方程的渐近均方稳定性
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范振成[1] 刘明珠[2]
[1]安徽工业大学数理学院,安徽马鞍山243002 [2]哈尔滨工业大学数学系,黑龙江哈尔滨150001
摘 要:
本文目的是研究线性随机比例方程解析解和数值方法(连续θ方法)的渐近均方稳定性.给出了解析解和数值方法渐近均方稳定的条件.[著者文摘]
文章出处:
《应用数学》-2007年20卷3期 -519-523页
Mathematica Applicata
分 类 号:
文章编号:
1001-9847(2007)03-0519-05
[参考文献]
The Asymptotically Mean Square Stability of the Linear Stochastic Pantograph Equation
FAN Zhen-cheng , LIU Ming-zhu. (1. School of Mathematics and Physics, Anhui University of Technology, Ma'anshan 243002, China; 2. Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China)
Abstract:
The aim of this paper is to investigate the asymptotically mean square stability (MS-stable) of the analytical solution and the numerical method(the continuous θ-method) for a linear stochastic pantograph equation. Conditions of MS-stable of analytical solution and the numerical method are obtained.[著者文摘]
Key words:
Stochastic pantograph equation; Continuous θ- method;MS-stable
收稿日期: 2006-12-01
基金资助:
Supported by the NSF of China (No. 10271036)

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