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 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

• 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

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

  Jie Yang & Weidong Zhao

  2018-02-09

  36189 3236 Pages:387-404

• 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

• 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

• Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

  Md. Azizul Baten & Anton Abdulbasah Kamil

  2018-03-21

  37399 4524 Pages:89-96

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

  Lizao Li

  2018-02-10

  36090 4117 Pages:266-276

• 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

• 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

• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients

  Xiaojuan Wu, Siqing Gan

  2023-01-04

  41031 3978 Pages:59-75

• On Pricing Options Under Two Stochastic Volatility Processes

  Wenjia Xie, Zhongyi Huang

  2024-04-16

  20762 2001 Pages:418-450

• An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations

  Yu Fu & Weidong Zhao

  2018-02-09

  38269 4399 Pages:368-385