journal6 ›› 2014, Vol. 35 ›› Issue (2): 10-14.DOI: 10.3969/j.issn.1007-2985.2014.02.004

• Mathematics • Previous Articles     Next Articles

Mean-Square Stability of  θ-Methods for Neutral Nonlinear Stochastic Delay Differential Equations

 WANG  Wen-Qiang   

  1. (School of Mathematics and Computational Science,Xiangtan University,Xiangtan 411105,Hunan China)
  • Online:2014-03-25 Published:2014-05-09

Abstract: The mean-square stability of Euler method is investigated for nonlinear neutral stochastic delay differential equations.It is proved that the numerical method is mean-square stable(MS-stable) under a  sufficient condition.

Key words: neutral stochastic delay differential equations, &theta, -methods, mean-square stable

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