کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1713603 1013240 2011 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
TT-stability of the split-step θθ-methods for linear stochastic delay integro-differential equations
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
TT-stability of the split-step θθ-methods for linear stochastic delay integro-differential equations
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Hybrid Systems - Volume 5, Issue 4, November 2011, Pages 639–646
نویسندگان
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