【摘要】 通常情况下,大多数随机中立型时滞微分方程没有精确解,因此,数值逼近方法成为研究系数特性的主要工具。本文给出一类随机中立型微分方程的数值方法,应用Itö公式,根据Gronwall引理和Doob不等式,证明了随机中立型微分方程的数值解依概率收敛到解析解。更多还原

【Abstract】 In general,most of stochastic neutral delay differential equations do not have explicit solutions,thus numerical approximation method is invaluable tool for exploring their properties.This paper gives a numerical method.The convergence of the numerical approximation solution to the true solution is proved for a class of stochastic neutral delay differential equations in probability by applying Ito formula,using Gronwall lemma and Doob inequality.更多还原