Search Results

• Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

  Yanyan Yu, Aiguo Xiao, Xiao Tang

  2025-07-12

  5962 446 Pages:840-865

• 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

• Discretization of Jump Stochastic Differential Equations in Terms of Multiple Stochastic Integrals

  Chunwah Li, Shengchang Wu, Xiaoqing Liu

  1998-08-02

  33061 3196 Pages:375-384

• Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise

  Zhihui Liu

  2025-11-20

  1353 60 Pages:84-102

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300320 3068 Pages:287-304

• 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

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

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  40043 3007 Pages:419-436

• 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

• 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 Overlapping Domain Decomposition Splitting Algorithm for Stochastic Nonlinear Schrödinger Equation

  Lihai Ji

  2025-07-12

  6005 478 Pages:791-812

• 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

• 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

• Parareal Algorithms Applied to Stochastic Differential Equations with Conserved Quantities

  Liying Zhang, Weien Zhou, Lihai Ji

  2018-08-23

  42151 4636 Pages:48-60

• Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE

  Christoph Reisinger, Zhenru Wang

  2019-02-12

  37897 2851 Pages:202-236

• A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

  Guannan Zhang, Max Gunzburger & Weidong Zhao

  2018-08-22

  38167 3814 Pages:221-248

• 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

• A New Second Order Numerical Scheme for Solving Decoupled Mean-Field FBSDEs with Jumps

  Yabing Sun, Weidong Zhao

  2024-11-18

  3772 374 Pages:229-256

• 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

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

  Diancong Jin

  2024-11-21

  16032 1386 Pages:588-614