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A preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problem
期刊论文
Applied Mathematics and Computation, 2019, 卷号: 348, 页码: 542-551
作者:
Dai, Ping-Fan
;
Li, Jicheng
;
Bai, Jianchao
;
Qiu, Jinming
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  |  
浏览/下载:12/0
  |  
提交时间:2019/11/19
Comparison theorem
Convergence analysis
Convergence rates
Iteration method
Linear complementarity problems
Modulus-based matrix splitting iteration methods
Preconditioning
Two-step modulus-based method
On properties of solutions to Black-Scholes-Barenblatt equations
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019
作者:
Li, Xinpeng
;
Lin, Yiqing
;
Xu, Weicheng
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Black-Scholes-Barenblatt equation
Strict comparison theorem
Strict
sub-additivity
Mean-field backward stochastic differential equations with quadratic growth
期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1437-1444
作者:
Yan, Hao
;
Zhao, Nana
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/11
Backward Stochastic Differential Equations
Comparison Theorem
Mean-field
Quadratic Growth
BSDEs and SDEs with time-advanced and -delayed coefficients
期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2019, 卷号: 91, 期号: 6, 页码: 836-856
作者:
Zheng, Shiqiu
;
Zong, Gaofeng
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Backward stochastic differential equation
stochastic differential
equation
time-delayed coefficients
time-advanced coefficients
comparison theorem
60H10
On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions
期刊论文
Stochastic Processes and their Applications, 2019
作者:
Jiagang Ren
;
Jing Wu
;
Mengqi Zheng
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浏览/下载:8/0
  |  
提交时间:2019/12/17
Neumann boundary condition
Viscosity solution
Distribution solution
Comparison theorem
Infinite horizon reflected backward stochastic differential equations with Markov chains
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 14, 页码: 3360-3376
作者:
Lv, Siyu
;
Wu, Zhen
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/11
Backward stochastic differential equation
comparison theorem
infinite
horizon
Markov chain
reflected backward stochastic differential
equation
Quadratic reflected BSDEs and related obstacle problems for PDEs
期刊论文
Communications in Statistics - Theory and Methods, 2018
作者:
Huang Z.
;
Wang H.
;
Wu Z.
;
Yu Z.
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
comparison theorem
Convex generators
Feynman-Kac formula
optimal stopping time
quadratic growth
Reflected BSDEs
On uniqueness of conformally compact Einstein metrics with homogeneous conformal infinity
期刊论文
ADVANCES IN MATHEMATICS, 2018, 卷号: 340, 页码: 983-1011
作者:
Li, Gang
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浏览/下载:6/0
  |  
提交时间:2019/12/11
Uniqueness of conformally compact
Einstein metrics
Hadamard manifolds
Center of gravity
Two-point boundary value problem of ODEs
Integration
type of comparison theorem
A general preconditioner for linear complementarity problem with an M-matrix
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 317, 页码: 100-112
作者:
Dai, Ping-Fan
;
Li, Ji-Cheng
;
Li, Yao-Tang
;
Bai, Jianchao
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  |  
浏览/下载:12/0
  |  
提交时间:2019/11/26
Preconditioner
SSOR method
Comparison theorem
Linear complementarity problems
RETRACTED: Multidimensional viscosity solution theory of semi-linear partial differential equations (Retracted article. See vol. 463, pg. 1169, 2018)
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2017, 卷号: 456, 期号: 2, 页码: 1347-1364
作者:
Yang, Shuzhen
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/16
Multidimensional PDEs
BSDEs
Viscosity solution
Comparison theorem
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