@Article{JSSX-42-1,
author = {卜玮平 and 彭捷 and 代新杰 and 肖爱国 and 卜玮平},
title = {中立型随机延迟微分方程分裂步θ方法的强收敛性},
journal = {计算数学},
year = {2020},
volume = {42},
number = {1},
pages = {18--38},
abstract = {<p style="line-height: 1.75em; margin-bottom: 10px; margin-top: 5px; text-align: justify;">中立型随机延迟微分方程常出现在一些科学技术和工程领域中。本文在漂移系数和扩散系数关于非延迟项满足全局Lipschitz条件，关于延迟项满足多项式增长条件以及中立项满足多项式增长条件下，证明了分裂步θ方法对于中立型随机延迟微分方程的强收敛阶为1/2.数值实验也验证了这一理论结果。</p>},
issn = {0254-7791},
doi = {https://doi.org/2020-JSSX-17597},
url = {https://global-sci.com/article/89055/th}
}