Numerical Solutions of Stochastic Differential Delay Equations with Jumps

By Jacob Niels   Wang Yongtian   Yuan Chenggui  

Stochastic Analysis and Applications, Vol. 27, Iss. 4, 2009-07 ,pp. : 825-853

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations

By  

Communications in Computational Physics, Vol. 15, Iss. 3, 2014-03 ,pp. : 618-646

Cambridge University Press

Access to resources Recommend Favorite

Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations∗

By Katsoulakis Markos   Pantazis Yannis   Rey-Bellet Luc  

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 48, Iss. 5, 2014-08 ,pp. : 1351-1379

Edp Sciences

Access to resources Recommend Favorite

Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations

By Zong Xiaofeng   Wu Fuke   Huang Chengming  

Journal of Difference Equations and Applications, Vol. 20, Iss. 7, 2014-07 ,pp. : 1091-1111

Taylor & Francis Ltd

Access to resources Recommend Favorite

On the convergence of the stochastic Galerkin method for random elliptic partial differential equations∗

By Mugler Antje   Starkloff Hans-Jörg  

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 47, Iss. 5, 2013-07 ,pp. : 1237-1263

Edp Sciences

Access to resources Recommend Favorite