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A stochastic Fubini theorem: BSDE method 期刊论文
Journal of Inequalities and Applications, 2017, 卷号: 2017, 期号: 1
作者:  Wang,Yanqing
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
stochastic Fubini theorem  backward stochastic differential equation  random jumps  60H05  65C30  
INVERSE RANDOM SOURCE SCATTERING FOR ELASTIC WAVES 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2616-2643
作者:  Bao, Gang;  Chen, Chuchu;  Li, Peijun
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
inverse source scattering problem  elastic wave equation  stochastic partial differential equation  Fredholm integral equation  
ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
MULTISCALE MODELING & SIMULATION, 2017, 卷号: 15, 期号: 4, 页码: 1797-1829
作者:  Chen, Chuchu;  Liu, Di
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus  
Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2017, 卷号: 21, 期号: 1, 页码: 237-270
作者:  Wang, Peng;  Hong, Jialin;  Xu, Dongsheng
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Stochastic differential equation  Stochastic Hamiltonian system  symplectic integration  Runge-Kutta method  order condition