研究脉冲随机微分方程Milstein方法的稳定性.通过对数值方法应用到线性方程所得到的差分方程的讨论,给出了Milstein方法的MS-稳定和GMS-稳定的条件,并给出了一些数值算例.%Stability of the Milstein method for impulsive stochastic differential equations is considered.By studying the difference equation,which is the outcome of applying the numerical method to a linear equation,the conditions under which the method is mean-square stable(MS-stable)and general mean-square stable(GMS-stable)are determined.And the numerical experiments are given.
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