Search Results

• Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps

  Haiyan Yuan, Jihong Shen, Cheng Song

  2021-07-01

  36701 3673 Pages:766-779

• A Stochastic Augmented Lagrangian Method for Stochastic Convex Programming

  Jiani Wang, Liwei Zhang

  2024-11-19

  13376 1016 Pages:315-344

• A Fast Stochastic Galerkin Method for a Constrained Optimal Control Problem Governed by a Random Fractional Diffusion Equation

  Ning Du, Wanfang Shen

  2019-02-12

  39508 2789 Pages:259-275

• An Accelerated Stochastic Trust Region Method for Stochastic Optimization

  Rulei Qi, Dan Xue, Jing Li, Yujia Zhai

  2025-09-28

  4296 330 Pages:1169-1193

• Adaptive Stochastic Meshfree Methods for Optimal Control Problem Governed by Random Elliptic Equations

  Liang Ge, Tongjun Sun, Wanfang Shen, Wenbin Liu

  2025-07-12

  5893 453 Pages:813-839

• Modified Split-Step Theta Method for Stochastic Differential Equations Driven by Fractional Brownian Motion

  Jingjun Zhao, Hao Zhou, Yang Xu

  2024-07-18

  24649 1723 Pages:1226-1245

• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

  Haiyan Yuan

  2022-10-06

  37194 3027 Pages:177-204

• Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

  Xiaoyuan Yang, Xiaocui Li, Ruisheng Qi, Yinghan Zhang

  2018-08-22

  37267 2874 Pages:533-556

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  37676 3528 Pages:587-605

• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise

  Xiaobing Feng, Yukun Li, Yi Zhang

  2021-07-05

  40084 2822 Pages:574-598

• Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay

  Siyuan Qi, Guangqiang Lan

  2022-10-06

  45581 2996 Pages:437-452

• A Perturbed Quasi-Newton Algorithm for Bound-Constrained Global Optimization

  Raouf Ziadi, Abdelatif Bencherif-Madani

  2024-11-18

  10860 1105 Pages:143-173

• Weak Approximation of Obliquely Reflected Diffusions on Time-Dependent Domains

  Kaj Nyström & Thomas Önskog

  2019-04-10

  34064 3517 Pages:579-605

• Finite Element and Discontinuous Galerkin Method for Stochastic Helmholtz Equation in Two- and Three-Dimensions

  Yanzhao Cao, Ran Zhang & Kai Zhang

  2018-08-07

  32558 3735 Pages:702-715

• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

  Mahboub Baccouch

  2024-01-16

  25076 2156 Pages:432-453

• Exponential Convergence of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Complementarity Constraints

  Fan-wen Meng, Hui-fu Xu

  2021-07-01

  30299 3380 Pages:733-748

• A Deep Learning Based Discontinuous Galerkin Method for Hyperbolic Equations with Discontinuous Solutions and Random Uncertainties

  Jingrun Chen, Shi Jin, Liyao Lyu

  2023-11-08

  29453 2555 Pages:1281-1304

• Parallel Stochastic Newton Method

  Mojmír Mutný, Peter Richtárik

  2018-09-17

  40175 2868 Pages:404-425

• Homotopy Continuation Methods for Stochastic Two-Point Boundary Value Problems Driven by Additive Noises

  Yanzhao Cao, Peng Wang & Xiaoshen Wang

  2021-07-01

  37112 3965 Pages:630-642

• Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  40043 3007 Pages:419-436

• Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty

  Jie Jiang, Yun Shi, Xiaozhou Wang, Xiaojun Chen

  2021-07-01

  43270 3805 Pages:813-842

• Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay

  Lin Chen

  2019-04-29

  43639 2990 Pages:704-720

• Schwarz Method for Financial Engineering

  Guangbao Guo, Weidong Zhao

  2021-07-05

  38994 2881 Pages:538-555

• A Stochastic Moving Balls Approximation Method over a Smooth Inequality Constraint

  Leiwu Zhang

  2020-03-24

  40510 2808 Pages:528-546

• Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching

  Wei Zhang

  2021-07-01

  42557 3794 Pages:903-932

• Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Hölder Diffusion Coefficients

  Guangqiang Lan, Yu Jiang

  2024-04-09

  26052 2016 Pages:1109-1123

• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition

  Yidan Geng, Minghui Song, Mingzhu Liu

  2023-04-25

  38446 3435 Pages:663-682