کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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1713603 | 1013240 | 2011 | 8 صفحه PDF | دانلود رایگان |

In this paper, TT(Trajectory)-stability of the split-step θθ-methods for linear stochastic delay integro-differential equations is studied. The split-step θθ-methods for stochastic differential equations were introduced in Ding et al. (2010) [18] and the TT-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise has recently been discussed in Cao (2010) [17]. Motivated by the work of Ding et al. (2010) [18] and Cao (2010) [17], we investigate the TT-stability of the split-step θθ-methods for linear stochastic delay integro-differential equations. The Wiener increment is approximated by a discrete random variable with two-point distribution. Numerical experiments are also provided to illustrate the theory.
Journal: Nonlinear Analysis: Hybrid Systems - Volume 5, Issue 4, November 2011, Pages 639–646