%0 Journal Article
%T MEAN-SQUARE CONVERGENCE AND STABILITY OF BALANCED METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS<br>随机延迟微分方程平衡方法的均方收敛性与稳定性
%A Tan Yingxian
%A Gan Siqing
%A Wang Xiaojie
%A <br>谭英贤
%A 甘四清
%A 王小捷
%J 计算数学
%D 2011
%I 
%X This paper investigates the balanced method for solving stiff stochastic delay differential equations. It is proved that the balanced method is mean-square convergent with strong order 1/2. Moreover, we give mean-square stability condition of the balanced method for linear stochastic delay differential equations.
%K stochastic delay differential equations
%K balanced method
%K mean-square convergence
%K stability<br>随机延迟微分方程
%K 平衡方法
%K 均方收敛性
%K 稳定性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=CC77F3CEF526D9CF0B3021650FB4E57E&aid=844AA66BB344A493DA3982E38EB00E4C&yid=9377ED8094509821&vid=27746BCEEE58E9DC&iid=CA4FD0336C81A37A&sid=C5154311167311FE&eid=933658645952ED9F&journal_id=0254-7791&journal_name=计算数学&referenced_num=0&reference_num=12