شماره ركورد كنفرانس
4079
عنوان مقاله
Convergence analysis of composite $\theta$-method for neutral stochastic delay differential equations
پديدآورندگان
Jodayree Akbarfam .A akbarfam@yahoo.com Tabriz University , Avaji .M mohsenavaji@yahoo.com Tabriz University , Farkhondeh Rouz .O omid_farkhonde_7088@yahoo.com Tabriz University
تعداد صفحه
5
كليدواژه
Neutral stochastic differential delay equations , Mean , square convergence , Split , step composite theta method
سال انتشار
1395
عنوان كنفرانس
چهل و هفتمين كنفرانس رياضي ايران
زبان مدرك
انگليسي
چكيده فارسي
This paper establishes the convergence of the two classes of theta schemes, namely split-step composite theta (SSCT) scheme and stochastic linear composite theta (SLCT) scheme, for neutral stochastic differential delay equations (NSDDEs) in It\^{o} sense. It is shown that the SLCT is mean-square convergent with order $\frac{1}{2}$ for NSDDEs. A nonlinear numerical example illustrates the theoretical results
كشور
ايران
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