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
كليدواژه :
Neutral stochastic differential delay equations , Mean , square convergence , Split , step composite theta method
عنوان كنفرانس :
چهل و هفتمين كنفرانس رياضي ايران
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
