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A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei
收藏  |  浏览/下载：62/0  |  提交时间：2023/02/07
Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency  
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:  Li, Min;  Huang, Chengming;  Chen, Ziheng
收藏  |  浏览/下载：139/0  |  提交时间：2021/04/26
Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency  
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
作者:  Geng, Yidan;  Song, Minghui;  Lu, Yulan;  Liu, Mingzhu
收藏  |  浏览/下载：164/0  |  提交时间：2021/01/14
Stochastic differential equations with piecewise continuous argument  local Lipschitz condition  Khasminskii-type condition  truncated Euler-Maruyama method  convergence and stability  
Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations 期刊论文
APPLIED MATHEMATICAL MODELLING, 2016, 卷号: 40, 期号: 1, 页码: 19-30
作者:  Zong, Xiaofeng;  Wu, Fuke
收藏  |  浏览/下载：120/0  |  提交时间：2018/07/30
Neutral stochastic delay differential equations  Moment exponential stability  Euler Maruyama method  Backward Euler Maruyama method