Abstract: We applied a symmetrical splitting algorithm to decompose the solution of a 2ndimensional Stratonovichtype stochastic Hamiltonian system into two ndimensional subsystems in turn, so as to reduce the dimension and simplify the computation. We obtained the global mean square first order convergence of this method by error analysis. The numerical examples verify the correctness of the theoretical results.

Key words: stochatic Hamiltonian system, Stratonovichtype stochastic differential equation, splitting algorithm, error estimate