机构

• 数学与系统科学研究... [15]
• 武汉物理与数学研究所 [1]

采集方式

• OAI收割 [16]

内容类型

• 期刊论文 [16]

发表日期

• 2022 [2]
• 2021 [1]
• 2020 [2]
• 2019 [2]
• 2018 [1]
• 2017 [1]
• 更多

学科主题

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浏览/检索结果: 共16条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序题名升序题名降序作者升序作者降序发表日期升序发表日期降序 STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文  OAI收割 DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43 作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan   |  收藏  |  浏览/下载：18/0  |  提交时间：2023/02/07    Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments   Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文  OAI收割 IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40 作者:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui   |  收藏  |  浏览/下载：23/0  |  提交时间：2022/06/21 density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus   Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文  OAI收割 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93 作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying   |  收藏  |  浏览/下载：9/0  |  提交时间：2021/10/26 Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus   Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion 期刊论文  OAI收割 JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180 作者:  Cui, Jianbo;  Hong, Jialin   |  收藏  |  浏览/下载：11/0  |  提交时间：2021/01/14 Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate   Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文  OAI收割 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692 作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu   |  收藏  |  浏览/下载：12/0  |  提交时间：2020/06/30 Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus   STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文  OAI收割 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841 作者:  Cui, Jianbo;  Hong, Jialin   |  收藏  |  浏览/下载：24/0  |  提交时间：2020/01/10 one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus   ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文  OAI收割 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 1, 页码: 70-95 作者:  Chen, Chuchu;  Liu, Di   |  收藏  |  浏览/下载：15/0  |  提交时间：2020/01/10 stochastic delay differential equation  invariant measure  ergodicity  weak convergence order  Malliavin calculus  Poisson random measure   Ergodicity of the 2D Navier-Stokes equations with degenerate multiplicative noise 期刊论文  OAI收割 ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2018, 卷号: 34, 期号: 1, 页码: 97-118 作者:  Dong, Zhao;  Peng, Xu-hui   |  收藏  |  浏览/下载：9/0  |  提交时间：2018/07/30 tochastic Navier-Stokes equation  asymptotically strong Feller property  ergodicity   ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文  OAI收割 MULTISCALE MODELING & SIMULATION, 2017, 卷号: 15, 期号: 4, 页码: 1797-1829 作者:  Chen, Chuchu;  Liu, Di   |  收藏  |  浏览/下载：19/0  |  提交时间：2018/07/30 stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus   Strong Feller properties for degenerate SDEs with jumps 期刊论文  OAI收割 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2016, 卷号: 52, 期号: 2, 页码: 888-897 作者:  Dong, Zhao;  Peng, Xuhui;  Song, Yulin;  Zhang, Xicheng   |  收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 Strong Feller property  SDE  Malliavin's calculus  Cylindrical alpha-stable process  Hormander's condition