中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共3条，第1-3条 帮助

限定条件    
已选(0)清除 条数/页：   排序方式：
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 325, 页码: 134-148
作者:  Zhou, Weien;  Zhang, Jingjing;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载：147/0  |  提交时间：2018/07/30
Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 卷号: 236, 期号: 6, 页码: 1137-1154
作者:  Xu, Mingyu
收藏  |  浏览/下载：93/0  |  提交时间：2018/07/30
Backward stochastic differential equations with two continuous barriers  Penalization method  Discrete Brownian motion  Numerical simulation  
Product expansion for stochastic jump diffusions and its application to numerical approximation 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1999, 卷号: 108, 期号: 1-2, 页码: 1-17
作者:  Liu, XQ;  Li, CW
收藏  |  浏览/下载：67/0  |  提交时间：2018/07/30
jump diffusion  multiple stochastic integral  Stratonovich-Taylor expansion  exponential Lie series  Philip Hall basis  shuffle product  mean square convergence