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线性随机比例方程的渐近均方稳定性(英文) 被引量:3

The Asymptotically Mean Square Stability of the Linear Stochastic Pantograph Equation
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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
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参考文献6

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