一类随机时滞微分方程随机θ方法的均方收敛率

刘军

数学学报 ›› 2014, Vol. 57 ›› Issue (1) : 163-170.

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数学学报 ›› 2014, Vol. 57 ›› Issue (1) : 163-170. DOI: 10.12386/A2014sxxb0016
论文

一类随机时滞微分方程随机θ方法的均方收敛率

    刘军
作者信息 +

Mean-square Convergence Rate of Stochastic-Theta Methods for a Class of Stochastic Differential Delay Equations

    Jun LIU
Author information +
文章历史 +

摘要

给出了一类随机时滞微分方程随机θ方法的均方收敛率, 这类方程对于时滞项可以不满足Lipschitz条件而仅需要满足一定条件的Hölder连续.

Abstract

We provide a mean-square convergence rate of stochastic theta methods for a class of stochastic differential delay equations whose coefficients are not Lipschitz but only Hölder continuous.

关键词

non-Lipschitz条件 / 随机时滞微分方程 / 随机θ方法 / 收敛率

Key words

non-Lipschitz condition / stochastic differential delay equations / stochastic theta methods / convergence rate

引用本文

导出引用
刘军. 一类随机时滞微分方程随机θ方法的均方收敛率. 数学学报, 2014, 57(1): 163-170 https://doi.org/10.12386/A2014sxxb0016
Jun LIU. Mean-square Convergence Rate of Stochastic-Theta Methods for a Class of Stochastic Differential Delay Equations. Acta Mathematica Sinica, Chinese Series, 2014, 57(1): 163-170 https://doi.org/10.12386/A2014sxxb0016

参考文献

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基金

山东省优秀中青年科学家科研奖励基金(BS2010DX004);济宁学院青年科研基金(2012QNKJ09)
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