Search Results

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

  Kaj Nyström & Thomas Önskog

  2019-04-10

  34064 3517 Pages:579-605

• 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

• General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations

  Kai Liu, Guiding Gu

  2022-10-06

  38134 3260 Pages:541-569

• 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

• 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 General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

  Tingting Qin, Chengjian Zhang

  2018-09-10

  37667 3179 Pages:151-169

• Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise

  Rikard Anton, David Cohen

  2019-02-12

  39182 2809 Pages:276-309

• 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

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39385 2883 Pages:237-258

• 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

• Weak Convergence Analysis of a Splitting-Up Method for Stochastic Differential Equations

  Minxing Zhang, Yongkui Zou

  2025-02-10

  126 42

• Wong-Zakai Approximations for Stochastic Volterra Equations

  Jie Xu, Mingbo Zhang

  2024-11-13

  11984 1220 Pages:1526-1553

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300320 3068 Pages:287-304

• Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations

  Liying Zhang, Jing Wang, Weien Zhou, Landong Liu, Li Zhang

  2020-03-24

  40193 2846 Pages:487-501

• Error Estimates of Finite Element Methods for Stochastic Fractional Differential Equations

  Xiaocui Li, Xiaoyuan Yang

  2018-08-22

  36218 2790 Pages:346-362

• 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

• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations

  Yabing Sun, Jie Yang, Weidong Zhao, Tao Zhou

  2022-10-06

  41286 3190 Pages:517-540

• 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

• Logistic Stochastic Differential Equations with Power-Law

  Henri Schurz

  2025-09-28

  4392 311 Pages:1219-1237

• Truncated Euler-Maruyama Method for Time-Changed Stochastic Differential Equations with Super-Linear State Variables and Hölder’s Continuous Time Variables

  Xiaotong Li, Wei Liu, Tianjiao Tang

  2025-09-28

  4321 316 Pages:1194-1218

• A Novel Second Order Scheme with One Step for Forward Backward Stochastic Differential Equations

  Qiang Han, Shihao Lan, Quanxin Zhu

  2025-09-15

  121 21

• 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

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  37676 3528 Pages:587-605

• Convergence and Stability of the Split-Step Theta Method for a Class of Stochastic Volterra Integro-Differential Equations Driven by Lévy Noise

  Wei Zhang

  2024-11-13

  11340 1158 Pages:1688-1713