【摘要】 把指数Euler方法应用到线性随机延迟微分方程上,通过应用对数范数的定义及随机延迟微分方程延迟项的特点,给出了线性随机延迟微分方程数值解的收敛性,最后给出数值算例验证得到的结论是正确的.更多还原

【Abstract】 In this paper,the exponential Euler method is applied to linear stochastic delay differential equation. By using the definition of logarithmic norm and the characteristics of delay to the stochastic delay differential equation,convergence of the numerical solution to linear stochastic delay differential equation is given. Finally,the numerical case is proved to be correct.更多还原