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数学与系统科学研究院 [5]
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武汉轻工大学 [2]
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A fast Euler-Maruyama method for fractional stochastic differential equations
期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:
Zhang, Jingna
;
Tang, Yifa
;
Huang, Jianfei
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浏览/下载:1/0
  |  
提交时间:2023/02/07
Fractional stochastic differential equations
Euler-Maruyama method
Sum-of-exponentials approximation
Strong convergence
Computational efficiency
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:
Li, Min
;
Huang, Chengming
;
Chen, Ziheng
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  |  
浏览/下载:49/0
  |  
提交时间:2021/04/26
Stochastic differential equations with jumps
Compensated projected Euler-Maruyama method
Mean square convergence
C-stability
B-consistency
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments
期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
作者:
Geng, Yidan
;
Song, Minghui
;
Lu, Yulan
;
Liu, Mingzhu
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  |  
浏览/下载:19/0
  |  
提交时间:2021/01/14
Stochastic differential equations with piecewise continuous argument
local Lipschitz condition
Khasminskii-type condition
truncated Euler-Maruyama method
convergence and stability
Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 355, 页码: 77-90
作者:
Guo, Ping
;
Li, Chong-Jun
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  |  
浏览/下载:18/0
  |  
提交时间:2019/12/02
Discrete Razumikhin-type technique
psi-type stability
Euler-Maruyama method
Backward Euler-Maruyama method
Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
期刊论文
BIT NUMERICAL MATHEMATICS, 2019, 卷号: 59, 页码: 77-96
作者:
Guo, Ping
;
Li, Chong-Jun
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/02
Stochastic pantograph differential equation
Razumikhin-type technique
Global th moment
th moment polynomial stability
Euler-Maruyama and backward Euler-Maruyama method
Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 卷号: 460, 页码: 411-424
作者:
Guo, Ping
;
Li, Chong-Jun
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/02
Khasminskii-type condition
Discrete semimartingale convergence theorem
Almost sure exponential stability
Euler-Maruyama method
Backward Euler-Maruyama method
Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2018, 卷号: 330, 页码: 201-212
作者:
Liu, Linna
;
Deng, Feiqi
;
Hou, Ting
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浏览/下载:7/0
  |  
提交时间:2019/12/11
Stochastic functional differential equation
Almost sure exponential
stability
Polynomial growth condition
Semi-martingale convergence
theorem
Backward Euler-Maruyama method
Mean-square stability of the backward Euler–Maruyama method for neutral stochastic delay differential equations with jumps (EI收录)
期刊论文
Mathematical Methods in the Applied Sciences, 2017, 卷号: 40, 页码: 1794-1803
作者:
Mo, Haoyi[1,2]
;
Zhao, Xueyan[1]
;
Deng, Feiqi[1]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/04/24
Differential equations
Stability
Stability of stochastic SIRS epidemic models with saturated incidence rates and delay
期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2017, 卷号: Vol.35 No.1, 页码: 1-26
作者:
Zhong, Xiaoyun
;
Guo, Shangjiang
;
Peng, Minfang
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/31
Stochastic SIRS model
delay
Ito\'s formula
stability in probability
Euler-Maruyama method
The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations
期刊论文
PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2016, 卷号: 146, 期号: 6, 页码: 1303-1328
作者:
Zong, Xiaofeng
;
Wu, Fuke
;
Huang, Chengming
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  |  
浏览/下载:22/0
  |  
提交时间:2018/07/30
hybrid SDEs
moment exponential stability
Markov chain
Euler-Maruyama approximation
backward Euler-Maruyama approximation
split-step backward Euler-Maruyama approximation
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