Journal Article
Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 159–182
Journal Article
On Effective Stochastic Galerkin Finite Element Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 183–201
Journal Article
Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 202–236
Journal Article
A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 237–258
Journal Article
A Fast Stochastic Galerkin Method for a Constrained Optimal Control Problem Governed by a Random Fractional Diffusion Equation
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 259–275
Journal Article
Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 276–309
Journal Article
A Sparse Grid Stochastic Collocation and Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Elliptic Equations
Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 310–330