随机延迟微分方程隐式单步法的收敛性
Strong Convergence of Implicit One Step Method for Stochastic Delay Differential Equations
Abstract
摘 要
Contents
Chapter 1 Introduction
Chapter 2 Preliminary knowledge
2.1 Brownian motion
2.2 Stochastic integral
2.3 It?’s formula
2.4 Inequalities
2.5 Stochastic differential equations
2.6 It?-Taylor expansion
Chapter 3 Some strong approximations of stochastic delay differential equations
3.1 Theoretical analysis for stochastic delay differential equations
3.2 Convergence
3.3 Stochastic theta method for stochastic delay differential equations
3.4 Order one implicit strong Taylor approximation
3.5 Conclusion
Conclusions
References
哈尔滨工业大学硕士学位论文原创性声明
哈尔滨工业大学硕士学位论文使用授权书
Acknowledgement
Resume
哈尔滨工业大学;