Search Results

• On Effective Stochastic Galerkin Finite Element Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients

  Wanfang Shen, Liang Ge

  2019-02-12

  38458 3020 Pages:183-201

• Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

  Charles-Edouard Bréhier, Martin Hairer, Andrew M. Stuart

  2019-02-12

  44339 4188 Pages:159-182 Open-access

• Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay

  Lin Chen

  2019-04-29

  43861 3051 Pages:704-720

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  19257 1927 Pages:735-754

• Chebyshev Methods with Discrete Noise: The $\tau$-ROCK Methods

  Assyr Abdulle, Yucheng Hu, Tiejun Li

  2018-08-22

  37354 3548 Pages:195-217

• Parareal Algorithms Applied to Stochastic Differential Equations with Conserved Quantities

  Liying Zhang, Weien Zhou, Lihai Ji

  2018-08-23

  42372 4754 Pages:48-60

• High Oder Probabilistic Numerical Methods for Forward Backward Stochastic Differential Equations

  Qiang Han, Yurong Liu

  2026-02-24

  90 135

• Mean-Square Convergence of Two-Step Milstein Methods for Nonlinear Stochastic Delay Differential Equations

  Lijuan Peng, Lihang Zhou, Wenqiang Wang

  2026-04-15

  3078 239 Pages:578-592

• Space-Time Deep Neural Network Approximations for High-Dimensional Partial Differential Equations

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  6342 551 Pages:918-975

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  36234 2900 Pages:213-244

• Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems

  Guangjie Li, Qigui Yang

  2020-11-04

  45454 3345 Pages:192-206

• Second-Order Methods for Solving Stochastic Differential Equations

  Jian-Feng Feng, Gong-Yan Lei, Min-Ping Qian

  2021-07-01

  34021 3691 Pages:376-387

• Central Limit Theorem for Temporal Average of Backward Euler-Maruyama Method

  Diancong Jin

  2024-11-21

  16454 1481 Pages:588-614

• Homotopy Continuation Methods for Stochastic Two-Point Boundary Value Problems Driven by Additive Noises

  Yanzhao Cao, Peng Wang, Xiaoshen Wang

  2021-07-01

  37325 4021 Pages:630-642