MEAN-SQUARE CONVERGENCE AND STABILITY OF BALANCED METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
随机延迟微分方程平衡方法的均方收敛性与稳定性

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.