首页    期刊浏览 2024年12月04日 星期三
登录注册

文章基本信息

  • 标题:Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
  • 本地全文:下载
  • 作者:Qinwei Qiu ; Wei Liu ; Liangjian Hu
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2014
  • 卷号:2014
  • 期号:1
  • 页码:310
  • DOI:10.1186/1687-1847-2014-310
  • 语种:English
  • 出版社:Hindawi Publishing Corporation
  • 摘要:This paper is devoted to the study of reproduction of asymptotic boundedness in the second moment and small moments of stochastic differential equations by the stochastic theta method. In addition, we illustrate that the asymptotic moment boundedness of the numerical solution stand-alone plays a key role in the study of numerical stationary distribution.
  • 关键词:asymptotic moment boundedness ; stochastic theta method ; numerical stationary distribution
国家哲学社会科学文献中心版权所有