In this paper,we make use of stochastic theta method to study the existence of the numerical approximation of random periodic solution.We prove that the error between the exact random periodic solution and the approxi...In this paper,we make use of stochastic theta method to study the existence of the numerical approximation of random periodic solution.We prove that the error between the exact random periodic solution and the approximated one is at the 1/4 order time step in mean sense when the initial time tends to∞.展开更多
基金supported by the National Natural Science Foundation of China (No.11871184,11701127)by the Natural Science Foundation of Hainan Province(Grant No.117096)
文摘In this paper,we make use of stochastic theta method to study the existence of the numerical approximation of random periodic solution.We prove that the error between the exact random periodic solution and the approximated one is at the 1/4 order time step in mean sense when the initial time tends to∞.
