| 带跳的随机比例微分方程的半隐式Euler数值解法(英文) |
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| 引用本文： | 毛伟,韩修静,陈波.带跳的随机比例微分方程的半隐式Euler数值解法(英文)[J].数学季刊,2011(3):405-409. |
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| 作者姓名： | 毛伟 韩修静 陈波 |
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| 作者单位： | School of Mathematics and Information Technology;Jiangsu Institute of Education;School of Science;Jiangsu University; |
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| 基金项目： | Supported by the NSF of the Higher Education Institutions of Jiangsu Province(10KJD110006); Supported by the grant of Jiangsu Institute of Education(Jsjy2009zd03); Supported by the Qing Lan Project of Jiangsu Province(2010) |
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| 摘 要： | In this paper,we present the semi-implicit Euler（SIE）numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square sense under the Local Lipschitz condition.
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| 关 键 词： | stochastic pantograph equations Poisson random measure semi-implicit Euler method strong convergence |
The Semi-implicit Euler Method for Stochastic Pantograph Equations with Jumps |
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| MAO Wei,HAN Xiu-jing,CHEN Bo.The Semi-implicit Euler Method for Stochastic Pantograph Equations with Jumps[J].Chinese Quarterly Journal of Mathematics,2011(3):405-409. |
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| Authors: | MAO Wei HAN Xiu-jing CHEN Bo |
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| Institution: | MAO Wei1,HAN Xiu-jing2,CHEN Bo1 (1.School of Mathematics and Information Technology,Jiangsu Institute of Education,Nanjing 210013,China,2.School of Science,Jiangsu University,Zhenjiang 212013,China) |
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| Abstract: | In this paper,we present the semi-implicit Euler(SIE)numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square sense under the Local Lipschitz condition. |
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| Keywords: | stochastic pantograph equations Poisson random measure semi-implicit Euler method strong convergence |
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