Search Results

• Mean Square Stability of Numerical Method for Stochastic Volterra Integral Equations with Double Weakly Singular Kernels

  Omid Farkhondeh Rouz, Sedaghat Shahmorad, Fevzi Erdogan

  2025-08-04

  5967 513 Pages:755-776

• Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations

  W. Zhao, Y. Li & L. Ju

  2013-10-01

  33081 2600 Pages:876-898

• The Finite Element Method of a Euler Scheme for Stochastic Navier-Stokes Equations Involving the Turbulent Component

  Y. Duan & X. Yang

  2013-10-01

  33151 2530 Pages:727-744

• Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

  Yafei Xu, Weidong Zhao

  2024-04-07

  20861 1728 Pages:268-294

• Stochastic Spline-Collocation Method for Constrained Optimal Control Problem Governed by Random Elliptic PDE

  Benxue Gong, Liang Ge, Tongjun Sun, Wanfang Shen & W.B. Liu

  2018-09-18

  32272 2547 Pages:627-645

• Stochastic Galerkin Method for Constrained Optimal Control Problem Governed by an Elliptic Integro-Differential PDE with Random Coefficients

  W. Shen, T. Sun, B. Gong & Wenbin Liu

  2015-12-01

  33709 2664 Pages:593-616

• Convergence Analysis of a Splitting Method for Stochastic Differential Equations

  W. Zhao, L. Tian & L. Ju

  2008-05-01

  31403 3483 Pages:673-692

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35069 2775 Pages:303-320

• Modifying the Split-Step $θ$-Method with Harmonic-Mean Term for Stochastic Differential Equations

  Kazem Nouri, Hassan Ranjbar, Juan Carlos Cortés López

  2020-08-04

  35948 2655 Pages:662-678

• Modified BDF2 Schemes for Subdiffusion Models with a Singular Source Term

  Minghua Chen, Jiankang Shi, Zhi Zhou

  2025-08-04

  5846 467 Pages:897-924

• Jumps Without Tears: A New Splitting Technology for Barrier Options

  A. Itkin & P. Carr

  2011-08-01

  31324 2626 Pages:667-704

• Splitting Schemes for Backward Stochastic Differential Equations

  Luying Zheng, Weidong Zhao

  2025-04-29

  6980 459 Pages:585-602

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29521 2587 Pages:125-140

• Maxwell Solutions in Media with Multiple Random Interfaces

  C.-Y. Jung, B. Kwon, A. Mahalov, T. B. Nguyen

  2021-10-20

  34042 3871 Pages:193-212