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Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2018, 卷号: 129, 页码: 120-136
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载:154/0  |  提交时间:2018/07/30
Rough path  Hamiltonian system  Symplectic Runge-Kutta method  Implicit method  Pathwlse convergence rate  
Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2018, 卷号: 38, 期号: 1, 页码: 184-197
作者:  Cao, Yanzhao;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载:167/0  |  提交时间:2018/07/30
stochastic differential equation of boundary value type  fractional Brownian motion  piecewise constant approximation  finite element approximation