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

【摘要】：討論一類(lèi)帶分?jǐn)?shù)Brown運(yùn)動(dòng)隨機(jī)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(bǔ)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(guò)數(shù)值算例對(duì)所給出的結(jié)論進(jìn)行驗(yàn)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(jì)算機(jī)學(xué)院;
【基金】：國(guó)家自然科學(xué)基金(11461053)
【分類(lèi)號(hào)】：O241.8
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本文編號(hào)：2053093