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.
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.
出处
《应用数学》
CSCD
北大核心
2007年第3期519-523,共5页
Mathematica Applicata
基金
Supported by the NSF of China (No .10271036)
关键词
随机比例方程
连续θ方法
渐近均方稳定
Stochastic pantograph equation
Continuous θ- method
MS-stable