Mean Square Stability and Exponential Stability of the Heun Methods for Solving Stochastic Delay Differential Equations
The positive solutions to the stability of Heun Method in solving stochastic differential equations are studied. In the circumstance of measurement noise, the sufficient and necessary conditions for the mean square stability, the mean-square stability and exponential stability of Heun method in solving autonomous scalar stochastic differential equations was gained by using the property of stochastic variable being subordinated to normal distribution and progressing linear interpolation for ~y_n, at the same time, it is pointed that mean-square stability and exponential stability is equivalency.
heun methods stochastic delay differential equation mean square stability exponential stability
Wang Peng-fei Yin Feng
xin zhou teacher s university xztu xin zhou china
国际会议
太原
英文
5-8
2010-10-22（万方平台首次上网日期，不代表论文的发表时间）