中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
机构
采集方式
内容类型
发表日期
学科主题
筛选

浏览/检索结果: 共31条,第1-10条 帮助

条数/页: 排序方式:
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:36/0  |  提交时间:2023/02/07
A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文  OAI收割
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:  
Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei
  |  收藏  |  浏览/下载:22/0  |  提交时间:2023/02/07
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文  OAI收割
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:  
Li, Min;  Huang, Chengming;  Chen, Ziheng
  |  收藏  |  浏览/下载:32/0  |  提交时间:2021/04/26
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments 期刊论文  OAI收割
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
作者:  
Geng, Yidan;  Song, Minghui;  Lu, Yulan;  Liu, Mingzhu
  |  收藏  |  浏览/下载:30/0  |  提交时间:2021/01/14
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文  OAI收割
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  
Yang, Jie;  Zhao, Weidong;  Zhou, Tao
  |  收藏  |  浏览/下载:57/0  |  提交时间:2020/01/10
Evaluating Feynman integrals by the hypergeometry 期刊论文  OAI收割
NUCLEAR PHYSICS B, 2018, 卷号: 927, 页码: 516-549
作者:  
  |  收藏  |  浏览/下载:27/0  |  提交时间:2018/12/27
Analysis on the stability of numerical schemes for a class of stochastic partial differential systems 期刊论文  OAI收割
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2018, 卷号: 95, 期号: 2, 页码: 316-328
作者:  
Cong, Xin-rong;  Li, Long-suo
  |  收藏  |  浏览/下载:31/0  |  提交时间:2018/07/30
EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES 期刊论文  OAI收割
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458
作者:  
Fu, Yu;  Zhao, Weidong;  Zhou, Tao
  |  收藏  |  浏览/下载:26/0  |  提交时间:2018/07/30
Deferred Correction Methods for Forward Backward Stochastic Differential Equations 期刊论文  OAI收割
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 222-242
作者:  
Tang, Tao;  Zhao, Weidong;  Zhou, Tao
  |  收藏  |  浏览/下载:37/0  |  提交时间:2018/07/30
Stabilisation of unstable cascaded heat partial differential equation system subject to boundary disturbance 期刊论文  OAI收割
IET CONTROL THEORY AND APPLICATIONS, 2016, 卷号: 10, 期号: 9, 页码: 1027-1039
作者:  
Kang, Wen;  Guo, Bao-Zhu
  |  收藏  |  浏览/下载:35/0  |  提交时间:2018/07/30