In this paper, we extend the logarithmic Euler-Maruyama scheme for stochastic delay differential equation in one dimension to the part where we propose a scheme for a system of stochastic delay differential equations. We then show that the scheme always maintains positivity subject to initial conditions. We then show the convergence of the proposed Euler-Maruyama scheme. With this scheme, all the approximate solutions are positive and the rate of convergence of this scheme is 0.5.
翻译:在本文中,我们把对数极极速延迟差分方程的对数极极极极-海洋山计划扩大至一个层面,即我们提出一个随机延缓差分方程制度的对数,然后我们表明,这个计划总是在初步条件下保持积极性,然后我们显示提议的欧极-海洋计划趋于一致。有了这个计划,所有近似的解决办法都是正的,而这个计划的趋同率是0.5。