随机延迟微分方程的数值方法的收敛性及稳定性.pdfVIP

数 学 杂 志 Vo1．34(2014) No．6 CoNVERGENCE AND STABILITY oF NUM ERICAL M ETH0DS F0R ST0CHASTIC D IFFERENTIAL DELAY EQUATION CHENG Sheng-min ．ZHOU Shao—bo (1．DepartmentofBasicTeaching，ZhengzhouHua~inCollege，Xinzheng451100，China) (2．SchoolofMathematicsandStatistics，HuazhongUniversityofScienceandTechnology， Wuhan43oo74，China) Abstract：Thepaperinvestigatesconvergence and mean-square stability ofthebalanc