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

  6947 559 Pages:716-740

• A Stochastic Gradient Descent Approach for Stochastic Optimal Control

  Richard Archibald, Feng Bao, Jiongmin Yong

  2020-08-15

  63511 3542 Pages:635-658

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

  Zhenyu Wang, Qiang Ma, Xiaohua Ding

  2021-10-25

  52646 4385 Pages:53-71

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

  Yabing Sun & Weidong Zhao

  2018-09-17

  40643 3359 Pages:399-421

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

  Yabing Sun, Weidong Zhao

  2020-06-12

  42628 3209 Pages:566-593

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

  Jie Yang & Weidong Zhao

  2018-02-09

  36242 3257 Pages:387-404

• 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

  35123 3284 Pages:192-208

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

  Mingzhan Song, Songhe Song, Wei Zhang, Xu Qian

  2022-08-17

  300993 3479 Pages:912-927

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

  Bo Gong & Weidong Zhao

  2018-03-19

  37060 3158 Pages:548-565

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

  Yu Fu, Jie Yang & Weidong Zhao

  2018-02-09

  36064 3190 Pages:253-277

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

  Lizao Li

  2018-02-10

  36166 4158 Pages:266-276

• A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates

  Yang Li, Jie Yang, Weidong Zhao

  2020-04-01

  42264 3170 Pages:354-380

• Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

  Md. Azizul Baten & Anton Abdulbasah Kamil

  2018-03-21

  37461 4579 Pages:89-96

• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients

  Xiaojuan Wu, Siqing Gan

  2023-01-04

  41127 4057 Pages:59-75

• An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations

  Yu Fu & Weidong Zhao

  2018-02-09

  38321 4437 Pages:368-385