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T-stability of the Heun method and balanced method for solving stochastic differential delay equations
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نویسنده
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zhu x. ,peng h.
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منبع
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journal of applied mathematics - 2014 - دوره : 2014 - شماره : 0
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چکیده
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This paper studies the t-stability of the heun method and balanced method for solving stochastic differential delay equations (sddes). two t-stable conditions of the heun method are obtained for two kinds of linear sddes. moreover,two conditions under which the balanced method is t-stable are obtained for two kinds of linear sddes. some numerical examples verify the theoretical results proposed. © 2014 xiaolin zhu and hu peng.
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آدرس
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school of mathematics,hefei university of technology, China, school of mathematics,hefei university of technology, China
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Authors
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