Search Results

• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30312 2588 Pages:459-480

• Mean Square Convergence of Stochastic $\theta$-Methods for Nonlinear Neutral Stochastic Differential Delay Equations

  S. Gan, H. Schurz & H. Zhang

  2011-08-01

  140 55 Pages:201-213

• Asymptotic Dynamics of Deterministic and Stochastic Epidemic Models with Multiple Pathogens

  L. J. S. Allen, N. Kirupaharan

  2005-02-01

  29157 2498 Pages:329-344

• On Global Asymptotic Stability of Solutions of Some in-Arithmetic-Mean-Sense Monotone Stochastic Difference Equations in $\rm{IR}^1$

  A. Rodkina & H. Schurz

  2005-02-01

  28579 2527 Pages:355-366

• Modifying the Split-Step $θ$-Method with Harmonic-Mean Term for Stochastic Differential Equations

  Kazem Nouri, Hassan Ranjbar, Juan Carlos Cortés López

  2020-08-04

  36030 2680 Pages:662-678

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  41933 2938 Pages:237-254

• Conservative Methods for Stochastic Differential Equations with a Conserved Quantity

  C.-C. Chen, D. Cohen & J.-L. Hong

  2016-05-03

  32016 2710 Pages:435-456

• Waveform Relaxation Methods for Stochastic Differential Equations

  H. Schurz & K. R. Schneider

  2006-03-01

  29516 2597 Pages:232-254

• Strong Convergence and Stability of the Semi-Tamed and Tamed Euler Schemes for Stochastic Differential Equations with Jumps under Non-Global Lipschitz Condition

  Antoine Tambue, Jean Daniel Mukam

  2019-08-09

  35034 4104 Pages:847-872 Open-access

• Reduced Order Modeling of Some Nonlinear Stochastic Partial Differential Equations

  J. Burkardt, Max D. Gunzburger & C. Webster

  2021-11-09

  30581 2457 Pages:368-391

• Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

  Yafei Xu, Weidong Zhao

  2024-04-07

  21036 1775 Pages:268-294

• Splitting Schemes for Backward Stochastic Differential Equations

  Luying Zheng, Weidong Zhao

  2025-04-29

  7091 488 Pages:585-602

• A Class of Runge-Kutta Methods for Backward Stochastic Differential Equations

  Xiao Tang, Jie Xiong

  2025-08-04

  6263 531 Pages:777-800

• ANOVA Expansions and Efficient Sampling Methods for Parameter Dependent Nonlinear PDEs

  Y. Cao, Z. Chen & M. Gunzburger

  2009-06-01

  30716 2575 Pages:256-273

• Convergence Analysis of a Splitting Method for Stochastic Differential Equations

  W. Zhao, L. Tian & L. Ju

  2008-05-01

  31463 3502 Pages:673-692

• Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations

  W. Zhao, Y. Li & L. Ju

  2013-10-01

  33166 2620 Pages:876-898

• Modeling, Analysis and Discretization of Stochastic Logistic Equations

  Henri Schurz

  2007-04-01

  29913 2685 Pages:178-197

• Jump-Diffusion Model for the Global Spread of an Amphibian Disease

  Edward J. Allen

  2004-01-01

  30713 2513 Pages:173-188

• Partially Observable Stochastic Optimal Control

  G.-C. Wang, J. Xiong & S.-Q. Zhang

  2016-07-03

  32039 2715 Pages:493-512

• Split-Step Forward Milstein Method for Stochastic Differential Equation

  S. Singh

  2012-09-01

  33194 2614 Pages:970-981

• How Rates of $L^p$-Convergence Carry over to Numerical Approximations of Some Convex, Non-Smooth Functionals of SDEs

  Henri Schurz

  2008-05-01

  32558 3666 Pages:55-72

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35148 2830 Pages:303-320

• Numerical Solutions of Stochastic Differential Delay Equations with Jumps

  G. Zhao, M. Song & M. Liu

  2009-06-01

  30759 2573 Pages:659-679

• Convergence and Stability of Balanced Implicit Methods for Systems of SDEs

  Henri Schurz

  2005-02-01

  31781 2550 Pages:197-220

• Maxwell Solutions in Media with Multiple Random Interfaces

  C.-Y. Jung, B. Kwon, A. Mahalov, T. B. Nguyen

  2021-10-20

  34111 3912 Pages:193-212

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29611 2621 Pages:125-140