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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:10/0  |  提交时间:2023/02/07
A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei
收藏  |  浏览/下载:1/0  |  提交时间:2023/02/07
A stochastic mathematical model of two different infectious epidemic under vertical transmission 期刊论文
Mathematical Biosciences and Engineering, 2022, 卷号: 19, 期号: 3, 页码: 2179-2192
作者:  Wang, Xunyang;  Huang, Canyun;  Hao, Yixin;  Shi, Qihong
收藏  |  浏览/下载:13/0  |  提交时间:2022/04/21
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
收藏  |  浏览/下载:45/0  |  提交时间:2021/06/01
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:  Li, Min;  Huang, Chengming;  Chen, Ziheng
收藏  |  浏览/下载:50/0  |  提交时间:2021/04/26
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
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:37/0  |  提交时间:2021/04/26
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
作者:  Geng, Yidan;  Song, Minghui;  Lu, Yulan;  Liu, Mingzhu
收藏  |  浏览/下载:22/0  |  提交时间:2021/01/14
Debris Flow Analyst (DA): A debris flow model considering kinematic uncertainties and using a GIS platform 期刊论文
ENGINEERING GEOLOGY, 2020, 卷号: 279, 页码: 11
作者:  Wu, Yuming;  Lan, Hengxing
收藏  |  浏览/下载:58/0  |  提交时间:2021/03/15
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
收藏  |  浏览/下载:5/0  |  提交时间:2020/09/23


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