%0 Journal Article
%T STABILITY OF EULER-MARUYAMA METHOD FOR LINEAR STOCHASTIC DELAY INTEGRO-DIFFERENTIAL EQUATIONS<br>线性随机延迟积分微分方程Euler-Maruyama方法的稳定性
%A 胡鹏
%A 黄乘明
%J 计算数学
%D 2010
%I 
%X This paper is concerned with the MS-stability of Euler-Maruyama method for a class of linear stochastic delay integro-differential equations. First, we discuss the sufficient conditions of mean-square exponential stability for the true solution of these equations. And then, under such conditions, it is shown that the Euler-Maruyama method with composite trapezoidal rule is MS-stable. At last, we validate our conclusions by numerical experiments.
%K linear stochastic delay integro-differential equations
%K MS-stability
%K Euler-Maruyama method
%K composite trapezoidal rule<br>线性随机延迟积分微分方程
%K MS-稳定性
%K Euler-Maruyama方法
%K 复合梯形公式
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=CC77F3CEF526D9CF0B3021650FB4E57E&aid=4A2CF5A556CAB54579EB53A150DA51BB&yid=140ECF96957D60B2&vid=9971A5E270697F23&iid=CA4FD0336C81A37A&sid=03F1579EF92A5A32&eid=4BB057F167CF3A60&journal_id=0254-7791&journal_name=计算数学&referenced_num=0&reference_num=10