摘要
研究了一类有中立项的随机泛函微分方程的EM逼近,给出了带随机步长的EM算法。由非负半鞅收敛定理证明了随机步长的EM数值解几乎处处收敛到零。
This study aimed to investigate the Euler Marwama （EM） approximation of a class of stochastic functional differential equations carrying neutral terms. The EM algorithm carrying stochastic stepsizes was also provided. By nonnegative semimartingale convergence theorem, it was proved that the EM solution carrying stochastic stepsizes converged to zero almost surely.
作者
马瑞楠
马丽
MA Ruinan;MA Li(School of Mathematics arid Statistics,Hainan Normal University,Haikou 571158,China)
出处
《海南师范大学学报（自然科学版）》
CAS
2018年第3期295-305,共11页
Journal of Hainan Normal University（Natural Science）
基金
海南省科研创新资助项目(Hsyx2017-27)
国家自然科学基金项目(11861029)
关键词
中立随机泛函微分方程
带随机步长的EM逼近
非负半鞅收敛定理
几乎处处稳定
neutral stochastic functional differential equations
Euler Maruyama method with stochastic variable stepsize
nonnegative semimartingale convergence theorem
ahnost sure stability
