For a class of special stochastic delay differential equations, i.e. the stochastic delay differential equation with small noise, the exacter order of convergence is obtained and it shows that the Euler method nearly converges with the order 1.

 
  • 針對一類(lèi)特殊的方程即小噪聲隨機延遲微分方程,給出其歐拉方法更精確的收斂階,表明歐拉方法是近似1階改斂的。
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