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   T-stability of the Heun method and balanced method for solving stochastic differential delay equations  
   
نویسنده zhu x. ,peng h.
منبع journal of applied mathematics - 2014 - دوره : 2014 - شماره : 0
چکیده    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.
آدرس school of mathematics,hefei university of technology, China, school of mathematics,hefei university of technology, China
 
     
   
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