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Convergence of iterations of Euler family under weak condition 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2000, 卷号: 43, 期号: 9, 页码: 958-962
作者:  Wang, XH
收藏  |  浏览/下载:99/0  |  提交时间:2018/07/30
Banach space  zero of operator  iterations of Euler family  criterion alpha under weak condition  universal constant  unified convergence theorem  
Almost sure convergence of the numerical discretization of stochastic jump diffusions 期刊论文
ACTA APPLICANDAE MATHEMATICAE, 2000, 卷号: 62, 期号: 3, 页码: 225-244
作者:  Li, CW;  Liu, XQ
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
jump diffusion  Stratonovich-Taylor expansion  exponential Lie series  Philip Hall basis  shuffle product  almost sure convergence