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计算数学  2014 

线性随机分数阶微分方程Euler方法的弱收敛性与弱稳定性

, PP. 195-204

Keywords: 线性随机分数阶微分方程,Euler方法,弱收敛性,弱稳定性

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Abstract:

本文主要研究了线性随机分数阶微分方程Euler方法的弱收敛性与弱稳定性.首先构造了数值求解线性随机分数阶微分方程的Euler方法,然后证明该方法是弱稳定的和α阶弱收敛的,文末给出的数值算例验证了所获得的理论结果的正确性.

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