一类具有随机幅度的跳扩散随机比例延迟方程的随机θ方法。
Stochastic θ-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude.
作者信息
Yang Hua, Jiang Feng
机构信息
School of Automation, Huazhong University of Science and Technology, Wuhan 430074, China ; School of Mathematics and Computer Science, Wuhan Polytechnic University, Wuhan 430023, China.
School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China.
出版信息
ScientificWorldJournal. 2014 Feb 6;2014:589167. doi: 10.1155/2014/589167. eCollection 2014.
This paper is concerned with the convergence of stochastic θ-methods for stochastic pantograph equations with Poisson-driven jumps of random magnitude. The strong order of the convergence of the numerical method is given, and the convergence of the numerical method is obtained. Some earlier results are generalized and improved.
本文关注具有随机幅度泊松驱动跳跃的随机比例延迟方程的随机θ方法的收敛性。给出了数值方法收敛的强阶数，并得到了数值方法的收敛性。推广并改进了一些早期结果。
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