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• 数学与系统科学研究... [14]

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• OAI收割 [14]

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• 期刊论文 [14]

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• 2021 [2]
• 2020 [2]
• 2019 [3]
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浏览/检索结果: 共14条，第1-10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 Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文  OAI收割 IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638 作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu   |  收藏  |  浏览/下载：39/0  |  提交时间：2021/10/26 fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme   STRONG CONVERGENCE OF FULL DISCRETIZATION FOR STOCHASTIC CAHN-HILLIARD EQUATION DRIVEN BY ADDITIVE NOISE 期刊论文  OAI收割 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 6, 页码: 2866-2899 作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying   |  收藏  |  浏览/下载：20/0  |  提交时间：2022/04/02 stochastic Cahn-Hilliard equation  spectral Galerkin method  accelarated implicit Euler method  strong convergence rate   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：17/0  |  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：19/0  |  提交时间：2020/06/30 Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus   Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation 期刊论文  OAI收割 IMA JOURNAL OF NUMERICAL ANALYSIS, 2019, 卷号: 39, 期号: 4, 页码: 2096-2134 作者:  Brehier, Charles-Edouard;  Cui, Jianbo;  Hong, Jialin   |  收藏  |  浏览/下载：64/0  |  提交时间：2020/01/10 stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  exponential integrability   Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations 期刊论文  OAI收割 JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 266, 期号: 9, 页码: 5625-5663 作者:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien   |  收藏  |  浏览/下载：48/0  |  提交时间：2019/03/11 Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients   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：28/0  |  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   On the convergence rates of kernel estimator and hazard estimator for widely dependent samples 期刊论文  OAI收割 Journal of Inequalities and Applications, 2018, 卷号: 2018, 期号: 1 作者:  Li,Yongming;  Zhou,Yong;  Liu,Chao   |  收藏  |  浏览/下载：29/0  |  提交时间：2018/07/30 Widely orthant dependent  Kernel density estimator  Hazard rate  Strong convergence  62G05  62G20   Optimal distributed stochastic mirror descent for strongly convex optimization 期刊论文  OAI收割 AUTOMATICA, 2018, 卷号: 90, 页码: 196-203 作者:  Yuan, Deming;  Hong, Yiguang;  Ho, Daniel W. C.;  Jiang, Guoping   |  收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 Distributed stochastic optimization  Strong convexity  Non-Euclidean divergence  Mirror descent  Epoch gradient descent  Optimal convergence rate   Strong convergence rate of finite difference approximations for stochastic cubic Schrodinger equations 期刊论文  OAI收割 JOURNAL OF DIFFERENTIAL EQUATIONS, 2017, 卷号: 263, 期号: 7, 页码: 3687-3713 作者:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui   |  收藏  |  浏览/下载：37/0  |  提交时间：2018/07/30 Stochastic cubic Schrodinger equation  Strong convergence rate  Central difference scheme  Exponential integrability  Continuous dependence