شماره ركورد كنفرانس :
3503
عنوان مقاله :
Convergence analysis of composite Θ θ-method for neutral stochastic delay differential equations
Author/Authors :
A. Jodayree Akbarfam Tabriz University , M. Avaji Tabriz University , O. Farkhondeh Rouz Tabriz University
كليدواژه :
Neutral stochastic differential delay equations , Split-step composite theta method , Mean-square convergence
عنوان كنفرانس :
چهل و هفتمين كنفرانس رياضي ايران
چكيده لاتين :
This paper establishes the convergence of the two classes of theta schemes, namely splitstep composite theta (SSCT) scheme and stochastic linear composite theta (SLCT) scheme, for neutral stochastic differential delay equations (NSDDEs) in Itô sense. It is shown that the SLCT is mean-square convergent with order ⅟2 for NSDDEs. A nonlinear numerical example illustrates the theoretical results
