机构

• 数学与系统科学研究院 [4]

采集方式

• OAI收割 [4]

内容类型

• 期刊论文 [4]

发表日期

• 2022 [1]
• 2021 [2]
• 2016 [1]

学科主题

筛选

浏览/检索结果: 共4条，第1-4条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 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 Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency   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：30/0  |  提交时间：2021/04/26 Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency   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 Stochastic differential equations with piecewise continuous argument  local Lipschitz condition  Khasminskii-type condition  truncated Euler-Maruyama method  convergence and stability   Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations 期刊论文  OAI收割 APPLIED MATHEMATICAL MODELLING, 2016, 卷号: 40, 期号: 1, 页码: 19-30 作者:  Zong, Xiaofeng;  Wu, Fuke   |  收藏  |  浏览/下载：22/0  |  提交时间：2018/07/30 Neutral stochastic delay differential equations  Moment exponential stability  Euler Maruyama method  Backward Euler Maruyama method