Search Results

• Stochastic Symplectic Exponential Runge-Kutta Integrators for Semilinear SDEs and Applications to Stochastic Nonlinear Schrödinger Equation

  Feng Wang, Qiang Ma, Xiaohua Ding

  2025-06-18

  DOI:10.4208/eajam.2023-265.230624

  7193 625 pp. 716-740

• A Stochastic Gradient Descent Approach for Stochastic Optimal Control

  Richard Archibald, Feng Bao, Jiongmin Yong

  2020-08-15

  DOI:10.4208/eajam.190420.200420

  63639 3580 pp. 635-658

• Stochastic Global Momentum-Preserving Schemes for Two-Dimensional Stochastic Partial Differential Equations

  Mingzhan Song, Songhe Song, Wei Zhang, Xu Qian

  2022-08-17

  DOI:10.4208/eajam.110122.040522

  301126 3516 pp. 912-927

• Variance Swap Pricing under Hybrid Jump Model

  S. Liu, B. Wiwatanapataphee, Y.H. Wu, Y. Yang

  2020-06-12

  DOI:10.4208/eajam.071119.010320

  43112 3368 pp. 594-619

• Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods

  Zhenyu Wang, Qiang Ma, Xiaohua Ding

  2021-10-25

  DOI:10.4208/eajam.080321.090721

  52783 4461 pp. 53-71

• High-Order Energy-Preserving Methods for Stochastic Poisson Systems

  Xiuyan Li, Qiang Ma, Xiaohua Ding

  2019-06-03

  DOI:10.4208/eajam.290518.310718

  41696 3167 pp. 465-484

• Multivariate Feedback Particle Filter Rederived from the Splitting-Up Scheme

  Huimin Miao, Xue Luo

  2024-04-16

  DOI:10.4208/eajam.2022-184.030823

  21131 2008 pp. 314-341

• Distributed Control of the Stochastic Burgers Equation with Random Input Data

  Hyung-Chun Lee, Yun Nam

  2018-02-09

  DOI:10.4208/eajam.180615.080116a

  38260 4867 pp. 89-108

• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation

  Jie Yang, Weidong Zhao

  2018-02-09

  DOI:10.4208/eajam.280515.211015a

  36343 3286 pp. 387-404

• The Randomized Milstein Scheme for Stochastic Volterra Integral Equations with Weakly Singular Kernels

  Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao, Junhao Hu

  2025-06-06

  DOI:10.4208/eajam.2023-299.220524

  5575 514 pp. 540-564

• On Solution Regularity of Linear Hyperbolic Stochastic PDE Using the Method of Characteristics

  Lizao Li

  2018-02-10

  DOI:10.4208/eajam.270312.150812a

  36274 4190 pp. 266-276

• On Optimal Cash Management under a Stochastic Volatility Model

  Na Song, Wai-Ki Ching, Tak-Kuen Su, Cedric Ka-Fai Yiu

  2018-02-09

  DOI:10.4208/eajam.070313.220413a

  40559 4950 pp. 81-92

• Global Solvability of Two-Dimensional Stochastic Chemotaxis-Navier-Stokes System

  Fan Xu, Bin Liu

  2025-01-07

  DOI:10.4208/eajam.2023-114.050224

  18927 1686 pp. 242-267

• A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos

  Ning Li, Bo Meng, Xinlong Feng, Dongwei Gui

  2018-02-09

  DOI:10.4208/eajam.250714.020515a

  35240 3320 pp. 192-208

• Stochastic Collocation via $l_1$-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification

  Yongle Liu, Ling Guo

  2018-02-09

  DOI:10.4208/eajam.090615.060216a

  37118 3229 pp. 171-191

• Dynamic Output Feedback Control of Discrete-Time Nonlinear Quadratic Systems with Stochastic Parametric Uncertainty and Missing Measurements

  Yujing Shi, Shanqiang Li, Yueru Li

  2019-03-26

  DOI:10.4208/eajam.100918.061118

  39147 3057 pp. 355-368

• Efficient Spectral Stochastic Finite Element Methods for Helmholtz Equations with Random Inputs

  Guanjie Wang, Qifeng Liao

  2019-06-03

  DOI:10.4208/eajam.140119.160219

  41919 3024 pp. 601-621

• Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

  Md. Azizul Baten, Anton Abdulbasah Kamil

  2018-03-21

  DOI:10.4208/eajam.190609.190510a

  37577 4659 pp. 89-96

• An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations

  Yabing Sun, Weidong Zhao

  2020-06-12

  DOI:10.4208/eajam.271119.200220

  42751 3240 pp. 566-593

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang, Hai-Wei Sun

  2018-08-14

  DOI:10.4208/eajam.280313.061013a

  37870 5006 pp. 52-68

• Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs

  Nary Kim, Hyung-Chun Lee

  2018-02-09

  DOI:10.4208/eajam.041013.180314a

  36598 4281 pp. 166-188

• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps

  Yu Fu, Jie Yang, Weidong Zhao

  2018-02-09

  DOI:10.4208/eajam.220116.070316a

  36166 3222 pp. 253-277

• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations

  Bo Gong, Weidong Zhao

  2018-03-19

  DOI:10.4208/eajam.110417.070517a

  37176 3195 pp. 548-565

• New Second-Order Schemes for Forward Backward Stochastic Differential Equations

  Yabing Sun, Weidong Zhao

  2018-09-17

  DOI:10.4208/eajam.100118.070318

  40763 3391 pp. 399-421

• Stochastic Collocation Methods via Minimisation of the Transformed L1-Penalty

  Ling Guo, Jing Li, Yongle Liu

  2018-09-17

  DOI:10.4208/eajam.060518.130618

  37749 3083 pp. 566-585

• Global Existence of Axisymmetric Pathwise Solutions for Stochastic Three-Dimensional Axisymmetric Navier-Stokes Equations

  Lihuai Du & Ting Zhang

  2019-06-03

  DOI:10.4208/eajam.220418.210718

  40612 3245 pp. 447-464

• A Weak Galerkin Method with RT Elements for a Stochastic Parabolic Differential Equation

  Hongze Zhu, Yongkui Zou, Shimin Chai, Chenguang Zhou

  2019-10-09

  DOI:10.4208/eajam.290518.020219

  39273 3062 pp. 818-830