Articles

• Preface

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  260 1

• Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

  Charles-Edouard Bréhier, Martin Hairer, Andrew M. Stuart

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  44249 4147 Pages:159-182 Open-access

• On Effective Stochastic Galerkin Finite Element Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients

  Wanfang Shen, Liang Ge

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  38409 3006 Pages:183-201

• Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE

  Christoph Reisinger, Zhenru Wang

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  38061 2891 Pages:202-236

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

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  39578 2928 Pages:237-258

• A Fast Stochastic Galerkin Method for a Constrained Optimal Control Problem Governed by a Random Fractional Diffusion Equation

  Ning Du, Wanfang Shen

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  39680 2825 Pages:259-275

• Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise

  Rikard Anton, David Cohen

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  39415 2848 Pages:276-309

• A Sparse Grid Stochastic Collocation and Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Elliptic Equations

  Liang Ge, Tongjun Sun

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  38164 2797 Pages:310-330