| 带分数布朗Brown的随机比例方程半隐式Euler法的数值解(英文) |
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| 引用本文： | 马维军,张启敏.带分数布朗Brown的随机比例方程半隐式Euler法的数值解(英文)[J].应用数学,2010,23(4). |
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| 作者姓名： | 马维军 张启敏 |
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| 作者单位： | 宁夏大学数学计算机学院,宁夏银川,750021 |
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| 摘 要： | 本文给出并分析了Poisson随机跳测度驱动的带分数Brown运动的随机比例方程半隐式Euler法的数值解,在局部Lipschitz条件下,证明了在均方意义下半隐式Euler数值解收敛到精确解.
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| 关 键 词： | 随机比例方程 半隐式Euler法 数值解 分数Brown运动 |
Numerical Analysis of the Semi-impicit Euler Method for Stochastic Pantograph Equations with Fractional Brownian Motion |
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| MA Weijun,ZHANG Qimin.Numerical Analysis of the Semi-impicit Euler Method for Stochastic Pantograph Equations with Fractional Brownian Motion[J].Mathematica Applicata,2010,23(4). |
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| Authors: | MA Weijun ZHANG Qimin |
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| Abstract: | In this paper,we present and analyze the semi-impicit Euler method for the stochastic pantograph equations with fractional Brownian motion driven by Poisson random jump measure.Under the local Lipschitz condition,we prove that the semi-implicit Euler approximation solution converges to the true solution in the mean-square sense. |
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| Keywords: | Stochastic pantograph equations Semi-implicit Euler method Numerical solution Fractional Brownian motion(FBM) |
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