Search Results

• On Effective Stochastic Galerkin Finite Element Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients

  Wanfang Shen, Liang Ge

  2019-02-12

  38236 2970 Pages:183-201

• Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

  Charles-Edouard Bréhier, Martin Hairer, Andrew M. Stuart

  2019-02-12

  43934 4078 Pages:159-182 Open-access

• 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

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  18940 1857 Pages:735-754

• Chebyshev Methods with Discrete Noise: The $\tau$-ROCK Methods

  Assyr Abdulle, Yucheng Hu & Tiejun Li

  2018-08-22

  37124 3491 Pages:195-217

• Parareal Algorithms Applied to Stochastic Differential Equations with Conserved Quantities

  Liying Zhang, Weien Zhou, Lihai Ji

  2018-08-23

  42151 4636 Pages:48-60

• Space-Time Deep Neural Network Approximations for High-Dimensional Partial Differential Equations

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  5910 439 Pages:918-975

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  35995 2842 Pages:213-244

• Second-Order Methods for Solving Stochastic Differential Equations

  Jian-Feng Feng, Gong-Yan Lei, Min-Ping Qian

  2021-07-01

  33806 3650 Pages:376-387

• Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems

  Guangjie Li, Qigui Yang

  2020-11-04

  45234 3297 Pages:192-206

• Central Limit Theorem for Temporal Average of Backward Euler-Maruyama Method

  Diancong Jin

  2024-11-21

  16032 1386 Pages:588-614

• 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