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• Weak Approximation of Obliquely Reflected Diffusions on Time-Dependent Domains

  Kaj Nystrom, Thomas Onskog

  2019-04-10

  34309 3567 Pages:579-605

• Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

  Yanyan Yu, Aiguo Xiao, Xiao Tang

  2025-07-12

  6388 526 Pages:840-865

• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

  Haiyan Yuan

  2022-10-06

  37444 3081 Pages:177-204

• General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations

  Kai Liu, Guiding Gu

  2022-10-06

  38408 3333 Pages:541-569

• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise

  Xiaobing Feng, Yukun Li, Yi Zhang

  2021-07-05

  40344 2896 Pages:574-598

• Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps

  Haiyan Yuan, Jihong Shen, Cheng Song

  2021-07-01

  36920 3710 Pages:766-779

• A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

  Tingting Qin, Chengjian Zhang

  2018-09-10

  37849 3229 Pages:151-169

• Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise

  Rikard Anton, David Cohen

  2019-02-12

  39471 2866 Pages:276-309

• Discretization of Jump Stochastic Differential Equations in Terms of Multiple Stochastic Integrals

  Chunwah Li, Shengchang Wu, Xiaoqing Liu

  1998-08-02

  33268 3250 Pages:375-384

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39627 2950 Pages:237-258

• Modified Split-Step Theta Method for Stochastic Differential Equations Driven by Fractional Brownian Motion

  Jingjun Zhao, Hao Zhou, Yang Xu

  2024-07-18

  24938 1796 Pages:1226-1245

• Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  40237 3062 Pages:419-436

• Weak Convergence Analysis of a Splitting-up Method for Stochastic Differential Equations

  Minxing Zhang, Yongkui Zou

  2026-04-15

  3232 198 Pages:427-445

• Wong-Zakai Approximations for Stochastic Volterra Equations

  Jie Xu, Mingbo Zhang

  2024-11-13

  12274 1296 Pages:1526-1553

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300608 3163 Pages:287-304

• Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations

  Liying Zhang, Jing Wang, Weien Zhou, Landong Liu, Li Zhang

  2020-03-24

  40498 2929 Pages:487-501

• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition

  Yidan Geng, Minghui Song, Mingzhu Liu

  2023-04-25

  38686 3519 Pages:663-682

• A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

  Guannan Zhang, Max Gunzburger, Weidong Zhao

  2018-08-22

  38400 3861 Pages:221-248

• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations

  Yabing Sun, Jie Yang, Weidong Zhao, Tao Zhou

  2022-10-06

  41543 3306 Pages:517-540

• Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching

  Wei Zhang

  2021-07-01

  42802 3864 Pages:903-932

• Error Estimates of Finite Element Methods for Stochastic Fractional Differential Equations

  Xiaocui Li, Xiaoyuan Yang

  2018-08-22

  36463 2838 Pages:346-362

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  37935 3603 Pages:587-605

• A Novel Second Order Scheme with One Step for Forward Backward Stochastic Differential Equations

  Qiang Han, Shihao Lan, Quanxin Zhu

  2025-09-15

  277 109

• Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Hölder Diffusion Coefficients

  Guangqiang Lan, Yu Jiang

  2024-04-09

  26336 2088 Pages:1109-1123

• Convergence and Stability of the Split-Step Theta Method for a Class of Stochastic Volterra Integro-Differential Equations Driven by Lévy Noise

  Wei Zhang

  2024-11-13

  11621 1223 Pages:1688-1713

• Logistic Stochastic Differential Equations with Power-Law

  Henri Schurz

  2025-09-28

  5133 429 Pages:1219-1237

• Truncated Euler-Maruyama Method for Time-Changed Stochastic Differential Equations with Super-Linear State Variables and Hölder’s Continuous Time Variables

  Xiaotong Li, Wei Liu, Tianjiao Tang

  2025-09-28

  5012 436 Pages:1194-1218