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STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载：5/0  |  提交时间：2023/02/07
Diagonalization-based parallel-in-time algorithms for parabolic PDE-constrained optimization problems 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2020, 卷号: 26, 页码: 26
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载：10/0  |  提交时间：2021/04/26
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：20/0  |  提交时间：2020/05/24
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：45/0  |  提交时间：2020/06/30
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
Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 355, 页码: 77-90
作者:  Guo, Ping;  Li, Chong-Jun
收藏  |  浏览/下载：18/0  |  提交时间：2019/12/02
Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2019, 卷号: 59, 页码: 77-96
作者:  Guo, Ping;  Li, Chong-Jun
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/02
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
A backward Euler difference scheme for the integro-differential equations with the multi-term kernels 期刊论文
International Journal of Computer Mathematics, 2019
作者:  Hu, Shufang;  Qiu, Wenlin;  Chen, Hongbin
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/28
ACCELERATION OF THE TWO-LEVEL MGRIT ALGORITHM VIA THE DIAGONALIZATION TECHNIQUE 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3421-A3448
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载：22/0  |  提交时间：2020/05/24

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