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Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载：7/0  |  提交时间：2021/10/26
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：3/0  |  提交时间：2022/04/02
Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting 期刊论文
MATHEMATICAL FINANCE, 2019, 卷号: 29, 期号: 3, 页码: 898-927
作者:  Jin, Hanqing;  Xia, Jianming;  Zhou, Xun Yu
收藏  |  浏览/下载：79/0  |  提交时间：2020/01/10
Option pricing based on a regime switching dividend process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Yan, HuaHui;  Chen, Qihong;  Shu, HuiSheng
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：48/0  |  提交时间：2020/01/10
A Kriging-Based Active Learning Algorithm for Mechanical Reliability Analysis with Time-Consuming and Nonlinear Response 期刊论文
Mathematical Problems in Engineering, 2019, 卷号: 2019, 页码: 1-14
作者:  Tong C(佟操);  Liu JG(刘金国);  Wang, Jian
收藏  |  浏览/下载：23/0  |  提交时间：2019/09/21
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
The projected explicit Itover-cap-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: Vol.348, 页码: 161-180
作者:  Han, Minggang;  Ma, Qiang;  Ding, Xiaohua
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/17
The projected explicit Itô–Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions. 期刊论文
J. Comput. Appl. Math., 2019, 卷号: Vol.348, 页码: 161-180
作者:  Han, Minggang;  Ma, Qiang;  Ding, Xiaohua
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/13
A Kriging-Based Active Learning Algorithm for Mechanical Reliability Analysis with Time-Consuming and Nonlinear Response 期刊论文
Mathematical Problems in Engineering, 2019, 卷号: 2019, 页码: 1-14
作者:  Tong C(佟操);  Wang, Jian;  Liu JG(刘金国)
收藏  |  浏览/下载：0/0  |  提交时间：2019/09/21

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