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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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NUMERICAL ALGORITHMS FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH 1-D BROWNIAN MOTION: CONVERGENCE AND SIMULATIONS
期刊论文
ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE, 2011, 卷号: 45, 期号: 2, 页码: 335-360
Authors:
Peng, Shige
;
Xu, Mingyu
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View/Download：73/0
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Submit date：2018/07/30
Backward stochastic differential equations
reflected stochastic differential equations with one barrier
numerical algorithm
numerical simulation
Stochastic analysis of particle-fluid two-phase flows
期刊论文
CHINESE SCIENCE BULLETIN, 2000, 卷号: 45, 期号: 9, 页码: 806-810
Authors:
Sun, GG
;
Li, JH
;
Gong, FZ
;
Luo, SL
;
Ma, ZM
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View/Download：109/0
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Submit date：2018/07/30
two-phase flow
random force
stochastic simulation and modelling
