Search Results

• Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

  Yanyan Yu, Aiguo Xiao, Xiao Tang

  2025-07-12

  6383 526 Pages:840-865

• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

  Haiyan Yuan

  2022-10-06

  37443 3079 Pages:177-204

• Discretization of Jump Stochastic Differential Equations in Terms of Multiple Stochastic Integrals

  Chunwah Li, Shengchang Wu, Xiaoqing Liu

  1998-08-02

  33266 3245 Pages:375-384

• Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise

  Zhihui Liu

  2026-02-15

  2555 246 Pages:84-102

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300603 3162 Pages:287-304

• Modified Split-Step Theta Method for Stochastic Differential Equations Driven by Fractional Brownian Motion

  Jingjun Zhao, Hao Zhou, Yang Xu

  2024-07-18

  24937 1796 Pages:1226-1245

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

  Wanfang Shen, Liang Ge

  2019-02-12

  38457 3017 Pages:183-201

• Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  40234 3062 Pages:419-436

• Finite Element and Discontinuous Galerkin Method for Stochastic Helmholtz Equation in Two- and Three-Dimensions

  Yanzhao Cao, Ran Zhang, Kai Zhang

  2018-08-07

  32753 3805 Pages:702-715

• An Overlapping Domain Decomposition Splitting Algorithm for Stochastic Nonlinear Schrödinger Equation

  Lihai Ji

  2025-07-12

  6402 604 Pages:791-812

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

  Ning Du, Wanfang Shen

  2019-02-12

  39726 2842 Pages:259-275

• Space-Time Deep Neural Network Approximations for High-Dimensional Partial Differential Equations

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  6338 550 Pages:918-975

• A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

  Guannan Zhang, Max Gunzburger, Weidong Zhao

  2018-08-22

  38400 3858 Pages:221-248

• Parareal Algorithms Applied to Stochastic Differential Equations with Conserved Quantities

  Liying Zhang, Weien Zhou, Lihai Ji

  2018-08-23

  42371 4751 Pages:48-60

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

  Christoph Reisinger, Zhenru Wang

  2019-02-12

  38105 2912 Pages:202-236

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

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

  2019-02-12

  44335 4185 Pages:159-182 Open-access

• A New Second Order Numerical Scheme for Solving Decoupled Mean-Field FBSDEs with Jumps

  Yabing Sun, Weidong Zhao

  2024-11-18

  4087 513 Pages:229-256

• Homotopy Continuation Methods for Stochastic Two-Point Boundary Value Problems Driven by Additive Noises

  Yanzhao Cao, Peng Wang, Xiaoshen Wang

  2021-07-01

  37323 4020 Pages:630-642

• Central Limit Theorem for Temporal Average of Backward Euler-Maruyama Method

  Diancong Jin

  2024-11-21

  16451 1477 Pages:588-614