机构

• 数学与系统科学研究院 [8]

采集方式

• OAI收割 [8]

内容类型

• 期刊论文 [8]

发表日期

• 2022 [2]
• 2021 [2]
• 2019 [2]
• 2017 [1]
• 2016 [1]

学科主题

筛选

浏览/检索结果: 共8条，第1-8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 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：35/0  |  提交时间：2023/02/07    Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments   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：31/0  |  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   EULER-LAGRANGIAN APPROACH TO 3D STOCHASTIC EULER EQUATIONS 期刊论文  OAI收割 JOURNAL OF GEOMETRIC MECHANICS, 2019, 卷号: 11, 期号: 2, 页码: 153-165 作者:  Flandoli, Franco;  Luo, Dejun   |  收藏  |  浏览/下载：32/0  |  提交时间：2020/01/10 Stochastic Euler equations  Euler-Lagrangian formulation  local existence  Holder space  vorticity   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   |  收藏  |  浏览/下载：57/0  |  提交时间：2020/01/10 Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence   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 Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme   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：25/0  |  提交时间：2018/07/30 Neutral stochastic delay differential equations  Moment exponential stability  Euler Maruyama method  Backward Euler Maruyama method