本文選題：分?jǐn)?shù)Brown運動 + Bellman-Gronwall型引理��； 參考：《四川師范大學(xué)學(xué)報(自然科學(xué)版)》2017年05期

【摘要】：討論一類帶分?jǐn)?shù)Brown運動隨機固定資產(chǎn)模型數(shù)值解的均方散逸性.在一定條件下,根據(jù)It?公式和Bellman-Gronwall型引理,得出了模型具有均方散逸性.分別利用分步倒向Euler方法和補償?shù)瓜駿uler方法討論數(shù)值解的均方散逸性,并給出數(shù)值解散逸存在的充分條件,通過數(shù)值算例對所給出的結(jié)論進(jìn)行驗證.
[Abstract]:In this paper, the mean square escape of the numerical solution of a stochastic fixed asset model with fractional Brownian motion is discussed. Under certain conditions, according to ITT? The formula and Bellman-Gronwall Lemma show that the model has the property of mean-square escape. By using step backward Euler method and compensating backward Euler method, the mean square escape of numerical solutions is discussed, and the sufficient conditions for the existence of numerical dissolution escape are given, and the results are verified by numerical examples.
【作者單位】： 北方民族大學(xué)數(shù)學(xué)與信息科學(xué)學(xué)院;寧夏大學(xué)數(shù)學(xué)與計算機學(xué)院;
【基金】：國家自然科學(xué)基金(11461053)
【分類號】：O241.8
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本文編號：2053093