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Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems 期刊论文
JOURNAL OF COMPLEXITY, 2022, 卷号: 70, 页码: 29
Authors:  Chen, Chuchu;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download:16/0  |  Submit date:2022/04/29
Hitting probability  Numerical discretization  Stochastic parabolic system  Critical dimension  
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
Authors:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download:3/0  |  Submit date:2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus