中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [5]
采集方式
OAI收割 [5]
内容类型
期刊论文 [5]
发表日期
2022 [1]
2019 [1]
2017 [1]
2016 [1]
2008 [1]
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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:34/0
  |  
提交时间:2023/02/07
 
Invariant measure
Markov chain
weak convergence
backward Euler method
stochastic differential equations with piecewise continuous arguments
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:55/0
  |  
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:34/0
  |  
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:22/0
  |  
提交时间:2018/07/30
Neutral stochastic delay differential equations
Moment exponential stability
Euler Maruyama method
Backward Euler Maruyama method
Cascadic multigrid methods for parabolic problems
期刊论文
OAI收割
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 卷号: 51, 期号: 8, 页码: 1415-1439
作者:
Du Qiang
;
Ming PingBing
  |  
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2018/07/30
cascadic multigrid method
parabolic problem
finite element methods
backward Euler scheme
smoother
stability
optimal error order
optimal complexity