Search Results

• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30312 2588 Pages:459-480

• 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

• Wong–Zakai Approximations of Stochastic Allen–Cahn Equation

  Zhihui Liu, Zhonghua Qiao

  2019-08-09

  42627 2765 Pages:681-694

• 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

• 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

• Stochastic Galerkin Method for Constrained Optimal Control Problem Governed by an Elliptic Integro-Differential PDE with Random Coefficients

  W. Shen, T. Sun, B. Gong & Wenbin Liu

  2015-12-01

  33774 2687 Pages:593-616

• Convergence and Stability of the Semi-Implicit Euler Method with Variable Stepsize for a Linear Stochastic Pantograph Differential Equation

  Y. Xiao, M. Song & M. Liu

  2011-08-01

  32918 2621 Pages:214-225

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

  Edward J. Allen

  2004-01-01

  30713 2513 Pages:173-188

• Split-Step Forward Milstein Method for Stochastic Differential Equation

  S. Singh

  2012-09-01

  33194 2614 Pages:970-981

• Waveform Relaxation Methods for Stochastic Differential Equations

  H. Schurz & K. R. Schneider

  2006-03-01

  29516 2597 Pages:232-254

• Regularized Reduced Order Models for a Stochastic Burgers Equation

  T. Iliescu, Honghu Liu, Xuping Xie

  2018-08-15

  32811 2461 Pages:594-607

• Partially Observable Stochastic Optimal Control

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

  2016-07-03

  32039 2715 Pages:493-512

• 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

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  41933 2938 Pages:237-254

• Modeling, Analysis and Discretization of Stochastic Logistic Equations

  Henri Schurz

  2007-04-01

  29913 2685 Pages:178-197

• 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

• A Semi Discrete Model for Mortgage Valuation and Its Computation by an Adaptive Finite Element Method

  D.-J. Xie & S.-Y. Zhang

  2016-11-08

  32251 2761 Pages:831-851

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

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29611 2621 Pages:125-140

• 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