%0 Journal Article
%T MEAN-SQUARE STABILITY OF EULER METHOD FOR LINEAR NEUTRAL STOCHASTIC DELAY DIFFERENTIAL EQUATIONS<br>线性中立型随机延迟微分方程Euler方法的均方稳定性
%A Wang Wenqiang
%A Chen Yanping
%A <br>王文强
%A 陈艳萍
%J 计算数学
%D 2010
%I 
%X So far there are not many results on the numerical stability of linear neutral stochastic delay differential equations. The main aim of this paper is to establish new results on the numerical stability. It is proved that the Euler method is mean-square stable under suitable condition. Moreover, the result is also verified by a numerical example.
%K Neutral stochastic delay differential equations
%K Euler method
%K mean-square stable<br>中立型随机延迟微分方程
%K Euler方法
%K 均方稳定
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=CC77F3CEF526D9CF0B3021650FB4E57E&aid=3978BA110B5264F66C2DC1473AAA7A2C&yid=140ECF96957D60B2&vid=9971A5E270697F23&iid=0B39A22176CE99FB&sid=9F6DA927E843CD50&eid=D2742EEE6F4DF8FE&journal_id=0254-7791&journal_name=计算数学&referenced_num=0&reference_num=9