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Compensated stochastic theta methods for stochastic differential equations with jumps
ISSN号:0168-9274
期刊名称:Applied Numerical Mathematics
时间:0
页码:877-887
语言:英文
相关项目:几类随机泛函微分方程数值方法的收敛性、稳定性和散逸性
作者:
Wang, Xiaojie|Gan, Siqing|
同期刊论文项目
几类随机泛函微分方程数值方法的收敛性、稳定性和散逸性
期刊论文 34
会议论文 1
同项目期刊论文
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations
Mean-Square Convergence of Drift-Implicit One-Step Methods for Neutral Stochastic Delay Differential
Convergence and stability of the balanced methods for stochastic differential equations with jumps
随机延迟微分方程平衡方法的均方收敛性与稳定性
MEAN SQUARE CONVERGENCE OF STOCHASTIC theta-METHODS FOR NONLINEAR NEUTRAL STOCHASTIC DIFFERENTIAL DE
STABILITY OF THE MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
The improved split-step backward Euler method for stochastic differential delay equations
B-convergence of split-step one-leg theta methods for stochastic differential equations
线性中立型随机延迟微分方程Euler方法的均方稳定性
中立型随机延迟微分方程Milstein方法的均方稳定性
Convergence of the variational iteration method for solving multi-order fractional differential equa
Weighted finite difference methods for a class of space fractional partial differential equations wi
Delay-dependent stability analysis of trapezium rule for second order delay differential equations w
多步Runge-Kutta方法的保单调性
Stability of Split-step One-leg Theta Methods for Stochastic Differential Equations
一维Fokker-Planck方程Milstein方法的收敛性
非线性Volterra延迟积分微分方程Runge-Kutta方法的散逸性
分段连续型延迟Logistic方程Runge-Kutta方法的稳定性
中立型随机比例延迟微分方程平衡半隐式Euler方法的均方收敛性
随机比例方程带线性插值的半隐式Euler方法的均方收敛性
Dissipativity of θ-methods for nonlinear delay differential equations of neutral type
Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs
The split-step backward Euler method for linear stochastic delay differential equations
Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equa
一类变延迟微分方程谱方法的收敛性
随机微分方程分步单支theta方法的稳定性(英文)
积分微分方程Runge—Kutta方法的散逸性