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浏览/检索结果: 共4条，第1-4条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients 期刊论文 Journal of Difference Equations and Applications, 2013, 卷号: 19, 期号: 3, 页码: 466-490 作者:  Xiaojie Wang;  Siqing Gan 收藏  |  浏览/下载：12/0  |  提交时间：2019/12/03 60H35  65C20  65L20  commutative noise  one-sided Lipschitz condition  strong convergence  superlinearly growing coefficient  tamed Milstein method   Delay-dependent stability analysis of numerical methods for stochastic delay differential equations 期刊论文 Journal of Computational and Applied Mathematics, 2012, 卷号: 236, 期号: 14, 页码: 3514-3527 作者:  Huang, Chengming*;  Gan, Siqing;  Wang, Desheng 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/03 65C20  60H35  Stochastic delay differential equation  Theta method  Mean square stability  Delay-dependent stability  Numerical solution   Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations 期刊论文 Journal of Computational and Applied Mathematics, 2012, 卷号: 238, 期号: 1, 页码: 126-143 作者:  Hu, Lin;  Gan, Siqing*;  Wang, Xiaojie 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/03 60H35  65C20  65L20  Stochastic differential equation  Jump  Balanced method  Asymptotic stability   The improved split-step backward Euler method for stochastic differential delay equations 期刊论文 International Journal of Computer Mathematics, 2011, 卷号: 88, 期号: 11, 页码: 2359-2378 作者:  Xiaojie Wang;  Siqing Gan 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/03 60H35  65C20  65L20  exponential mean-square stability  mean-square linear stability  one-sided Lipschitz condition  split-step backward Euler method  strong convergence