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The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations 期刊论文
PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2016, 卷号: 146, 期号: 6, 页码: 1303-1328
作者:  Zong, Xiaofeng;  Wu, Fuke;  Huang, Chengming
收藏  |  浏览/下载：112/0  |  提交时间：2018/07/30
hybrid SDEs  moment exponential stability  Markov chain  Euler-Maruyama approximation  backward Euler-Maruyama approximation  split-step backward Euler-Maruyama approximation  
Projection methods for stochastic differential equations with conserved quantities 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 4, 页码: 1497-1518
作者:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载：125/0  |  提交时间：2018/07/30
Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence  
CONSERVATIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2016, 卷号: 13, 期号: 3, 页码: 435-456
作者:  Chen, Chuchu;  Cohen, David;  Hong, Jialin
收藏  |  浏览/下载：119/0  |  提交时间：2018/07/30
Stochastic differential equations  invariants  conservative methods  stochastic geometric numerical integration  quadrature formula  splitting technique  mean-square convergence order  weak convergence order