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Double-implicit and split two-step Milstein schemes for stochastic differential equations 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2016, 卷号: 93, 期号: 12, 页码: 1987-2011
作者:  Jiang, Fengze;  Zong, Xiaofeng;  Yue, Chao;  Huang, Chengming
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
double-implicit Milstein method  split two-step Milstein method  strong convergence  exponential mean square stability  
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure 期刊论文
Advances in Difference Equations, 2012, 卷号: 2012, 期号: 1
作者:  Song,Minghui;  Yu,Hui
收藏  |  浏览/下载:146/0  |  提交时间:2018/07/30
stochastic differential equations  Poisson random measure  convergence  exponential mean-square stability