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Shadowing orbits of a class of random differential equations 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2019, 卷号: 136, 页码: 206-214
作者:  Zhan, Qingyi
收藏  |  浏览/下载：177/0  |  提交时间：2019/03/05
Random differential equation  Random dynamical system  Shadowing  Brouwer's fixed point theorem  Random Lorenz equations  
ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 1, 页码: 70-95
作者:  Chen, Chuchu;  Liu, Di
收藏  |  浏览/下载：171/0  |  提交时间：2020/01/10
stochastic delay differential equation  invariant measure  ergodicity  weak convergence order  Malliavin calculus  Poisson random measure  
A stochastic Fubini theorem: BSDE method 期刊论文
Journal of Inequalities and Applications, 2017, 卷号: 2017, 期号: 1
作者:  Wang,Yanqing
收藏  |  浏览/下载：125/0  |  提交时间：2018/07/30
stochastic Fubini theorem  backward stochastic differential equation  random jumps  60H05  65C30  
ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
MULTISCALE MODELING & SIMULATION, 2017, 卷号: 15, 期号: 4, 页码: 1797-1829
作者:  Chen, Chuchu;  Liu, Di
收藏  |  浏览/下载：153/0  |  提交时间：2018/07/30
stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus  
Mean-square numerical approximations to random periodic solutions of stochastic differential equations 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2015, 页码: 17
作者:  Zhan, Qingyi
收藏  |  浏览/下载：130/0  |  提交时间：2018/07/30
stochastic differential equation  random periodic solutions  random Romberg algorithm  pullback  forward infinite horizon stochastic integral equations  
Reflected BSDEs with random default time and related mixed optimal stopping-control problems 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 1, 页码: 165-178
作者:  Guo Dongmei;  Xu Xiaoming
收藏  |  浏览/下载：128/0  |  提交时间：2021/01/14
STOCHASTIC DIFFERENTIAL-EQUATIONS  RISK  backward stochastic differential equation  random default time  mixed optimal stopping-control problem