Search Results

• Stochastic Symplectic Exponential Runge-Kutta Integrators for Semilinear SDEs and Applications to Stochastic Nonlinear Schrödinger Equation

  Feng Wang, Qiang Ma, Xiaohua Ding

  2025-06-18

  6756 513 Pages:716-740

• A Stochastic Gradient Descent Approach for Stochastic Optimal Control

  Richard Archibald, Feng Bao, Jiongmin Yong

  2020-08-15

  63394 3499 Pages:635-658

• Variance Swap Pricing under Hybrid Jump Model

  S. Liu, B. Wiwatanapataphee, Y.H. Wu, Y. Yang

  2020-06-12

  42914 3288 Pages:594-619

• Stochastic Global Momentum-Preserving Schemes for Two-Dimensional Stochastic Partial Differential Equations

  Mingzhan Song, Songhe Song, Wei Zhang, Xu Qian

  2022-08-17

  300925 3451 Pages:912-927

• Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods

  Zhenyu Wang, Qiang Ma, Xiaohua Ding

  2021-10-25

  52562 4331 Pages:53-71

• High-Order Energy-Preserving Methods for Stochastic Poisson Systems

  Xiuyan Li, Qiang Ma & Xiaohua Ding

  2019-06-03

  41484 3110 Pages:465-484

• Distributed Control of the Stochastic Burgers Equation with Random Input Data

  Hyung-Chun Lee & Yun Nam

  2018-02-09

  38078 4718 Pages:89-108

• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation

  Jie Yang & Weidong Zhao

  2018-02-09

  36189 3236 Pages:387-404

• Multivariate Feedback Particle Filter Rederived from the Splitting-Up Scheme

  Huimin Miao, Xue Luo

  2024-04-16

  20904 1926 Pages:314-341

• The Randomized Milstein Scheme for Stochastic Volterra Integral Equations with Weakly Singular Kernels

  Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao, Junhao Hu

  2025-06-06

  5198 434 Pages:540-564

• Stochastic Collocation via $l_1$-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification

  Yongle Liu & Ling Guo

  2018-02-09

  36941 3168 Pages:171-191

• A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos

  Ning Li, Bo Meng, Xinlong Feng & Dongwei Gui

  2018-02-09

  35081 3262 Pages:192-208

• On Optimal Cash Management under a Stochastic Volatility Model

  Na Song, Wai-Ki Ching, Tak-Kuen Siu & Cedric Ka-Fai Yiu

  2018-02-09

  40383 4867 Pages:81-92

• On Solution Regularity of Linear Hyperbolic Stochastic PDE Using the Method of Characteristics

  Lizao Li

  2018-02-10

  36090 4117 Pages:266-276

• Dynamic Output Feedback Control of Discrete-Time Nonlinear Quadratic Systems with Stochastic Parametric Uncertainty and Missing Measurements

  Yujing Shi, Shanqiang Li & Yueru Li

  2019-03-26

  38944 2999 Pages:355-368

• Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

  Md. Azizul Baten & Anton Abdulbasah Kamil

  2018-03-21

  37399 4524 Pages:89-96

• An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations

  Yabing Sun, Weidong Zhao

  2020-06-12

  42531 3147 Pages:566-593

• Global Solvability of Two-Dimensional Stochastic Chemotaxis-Navier-Stokes System

  Fan Xu, Bin Liu

  2025-01-07

  18653 1594 Pages:242-267

• Efficient Spectral Stochastic Finite Element Methods for Helmholtz Equations with Random Inputs

  Guanjie Wang & Qifeng Liao

  2019-06-03

  41641 2961 Pages:601-621

• Stochastic Collocation Methods via Minimisation of the Transformed L1-Penalty

  Ling Guo, Jing Li & Yongle Liu

  2018-09-17

  37546 2993 Pages:566-585

• New Second-Order Schemes for Forward Backward Stochastic Differential Equations

  Yabing Sun & Weidong Zhao

  2018-09-17

  40568 3328 Pages:399-421

• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations

  Bo Gong & Weidong Zhao

  2018-03-19

  36992 3126 Pages:548-565

• A Weak Galerkin Method with RT Elements for a Stochastic Parabolic Differential Equation

  Hongze Zhu, Yongkui Zou, Shimin Chai, Chenguang Zhou

  2019-10-09

  39038 3000 Pages:818-830

• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps

  Yu Fu, Jie Yang & Weidong Zhao

  2018-02-09

  36006 3153 Pages:253-277

• Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation

  Jinhong Jia, Zhiwei Yang, Xiangcheng Zheng & Hong Wang

  2022-04-06

  49837 3292 Pages:673-695

• Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs

  Nary Kim & Hyung-Chun Lee

  2018-02-09

  36449 4202 Pages:166-188

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang & Hai-Wei Sun

  2018-08-14

  37706 4876 Pages:52-68