Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4627024 | Applied Mathematics and Computation | 2015 | 12 Pages |
Abstract
From the view of algebra, the mean-square stability of analytic solutions and numerical solutions for impulsive stochastic differential equations are considered. By the logarithmic norm, the conditions under which the analytic and numerical solutions for a linear impulsive stochastic differential equation are mean-square stable (MS-stable) respectively are obtained. The conditions are simple and easy to use. Some numerical experiments are given to illustrate the results.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Guihua Zhao, Minghui Song, Zhanwen Yang,