带泊松跳随机延迟微分方程SST方法稳定性研究

Mean square stability of SST method for stochastic delay differential with Poisson jump

近几年来,关于带泊松跳的随机微分方程,国内外文献仅限于显式或半隐式欧拉方法的研究,SST方法比显式或半隐式的欧拉方法具有更好的稳定性.针对几类带泊松跳的随机微分方程,研究了几类数值方法的稳定性.

Recently,the study of stochastic delay differential equations are all about the explicit Euler method or the semi-implicit Euler method,the SST method have better stability property than the explicit Euler method and the semi-implicit Euler method. This paper took some stochastic delay differential equations as example,studied the stability of SST method for these stochastic delay differential equations.