Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations

摘要: We consider the reliability of some numerical methods in preserving stability properties linear stochastic functional differential equation Open image new window , where α, β, σ, τ ≥ 0 are real constants, and W(t) is a standard Wiener process. The areas regions asymptotic for class considered, indicated by sufficient conditions discrete system, shown to be equal size each other we show that an upper bound can put on time-step parameter method which system asymptotically mean-square stable. illustrate our results means experiments various diagrams. examine extent continuous tolerate perturbations before losing its how one may accurately choose preserve original problem solution. Our also indicate quality very high.