Search Results

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

  Yanyan Yu, Aiguo Xiao, Xiao Tang

  2025-07-12

  DOI:10.4208/jcm.2402-m2023-0194

  6390 529 pp. 840-865

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

  Haiyan Yuan

  2022-10-06

  DOI:10.4208/jcm.2010-m2019-0200

  37451 3086 pp. 177-204

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

  Chunwah Li, Shengchang Wu, Xiaoqing Liu

  1998-08-02

  33277 3251 pp. 375-384

• Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise

  Zhihui Liu

  2026-02-15

  DOI:10.4208/jcm.2409-m2024-0041

  2590 258 pp. 84-102

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  DOI:10.4208/jcm.2112-m2019-0289

  300619 3168 pp. 287-304

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

  Jingjun Zhao, Hao Zhou, Yang Xu

  2024-07-18

  DOI:10.4208/jcm.2301-m2022-0088

  24938 1799 pp. 1226-1245

• 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

  DOI:10.4208/jcm.1611-m2016-0676

  38463 3022 pp. 183-201

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

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  DOI:10.4208/jcm.1806-m2017-0296

  40240 3065 pp. 419-436

• Finite Element and Discontinuous Galerkin Method for Stochastic Helmholtz Equation in Two- and Three-Dimensions

  Yanzhao Cao, Ran Zhang, Kai Zhang

  2018-08-07

  32755 3814 pp. 702-715

• An Overlapping Domain Decomposition Splitting Algorithm for Stochastic Nonlinear Schrödinger Equation

  Lihai Ji

  2025-07-12

  DOI:10.4208/jcm.2402-m2023-0104

  6405 609 pp. 791-812

• A Fast Stochastic Galerkin Method for a Constrained Optimal Control Problem Governed by a Random Fractional Diffusion Equation

  Ning Du, Wanfang Shen

  2019-02-12

  DOI:10.4208/jcm.1612-m2016-0696

  39730 2849 pp. 259-275

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

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  DOI:10.4208/cm.2308-m2021-0266

  6344 555 pp. 918-975

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

  Guannan Zhang, Max Gunzburger, Weidong Zhao

  2018-08-22

  DOI:10.4208/jcm.1212-m4014

  38405 3862 pp. 221-248

• Parareal Algorithms Applied to Stochastic Differential Equations with Conserved Quantities

  Liying Zhang, Weien Zhou, Lihai Ji

  2018-08-23

  DOI:10.4208/jcm.1708-m2017-0089

  42379 4760 pp. 48-60

• Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE

  Christoph Reisinger, Zhenru Wang

  2019-02-12

  DOI:10.4208/jcm.1612-m2016-0681

  38108 2917 pp. 202-236

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

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

  2019-02-12

  DOI:10.4208/jcm.1607-m2016-0539

  44347 4194 pp. 159-182 Open Access

• A New Second Order Numerical Scheme for Solving Decoupled Mean-Field FBSDEs with Jumps

  Yabing Sun, Weidong Zhao

  2024-11-18

  DOI:10.4208/jcm.2310-m2023-0089

  4097 516 pp. 229-256

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

  Yanzhao Cao, Peng Wang, Xiaoshen Wang

  2021-07-01

  DOI:10.4208/jcm.1405-m4374

  37330 4023 pp. 630-642

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

  Diancong Jin

  2024-11-21

  DOI:10.4208/jcm.2311-m2023-0147

  16459 1482 pp. 588-614