In this paper, we make use of stochastic theta method to study the existence of the numerical approximation of random periodic solution. We prove that the error between the exact random periodic solution and the approximated one is at the $${1 \over 4}$$ 1 4 order time step in mean sense when the initial time tends to ∞.

中文翻译：

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随机微分方程随机周期解的随机Theta方法的数值逼近

在本文中，我们利用随机θ方法来研究随机周期解的数值逼近的存在性。我们证明，当初始时间趋于∞时，精确随机周期解与近似解之间的误差在平均意义上的$${1 \over 4}$$ 1 4阶时间步长。