Search Results

• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30408 2620 Pages:459-480

• Mean Square Convergence of Stochastic $\theta$-Methods for Nonlinear Neutral Stochastic Differential Delay Equations

  S. Gan, H. Schurz & H. Zhang

  2011-08-01

  232 94 Pages:201-213

• Asymptotic Dynamics of Deterministic and Stochastic Epidemic Models with Multiple Pathogens

  L. J. S. Allen, N. Kirupaharan

  2005-02-01

  29238 2531 Pages:329-344

• On Global Asymptotic Stability of Solutions of Some in-Arithmetic-Mean-Sense Monotone Stochastic Difference Equations in $\rm{IR}^1$

  A. Rodkina & H. Schurz

  2005-02-01

  28654 2556 Pages:355-366

• Modifying the Split-Step $θ$-Method with Harmonic-Mean Term for Stochastic Differential Equations

  Kazem Nouri, Hassan Ranjbar, Juan Carlos Cortés López

  2020-08-04

  36135 2716 Pages:662-678

• Conservative Methods for Stochastic Differential Equations with a Conserved Quantity

  Chuchu Chen, David Cohen, Jialin Hong

  2016-05-03

  32109 2745 Pages:435-456

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  42041 2971 Pages:237-254

• Waveform Relaxation Methods for Stochastic Differential Equations

  Henri Schurz, Klaus R. Schneider

  2006-03-01

  29608 2626 Pages:232-254

• Strong Convergence and Stability of the Semi-Tamed and Tamed Euler Schemes for Stochastic Differential Equations with Jumps under Non-Global Lipschitz Condition

  Antoine Tambue, Jean Daniel Mukam

  2019-08-09

  35162 4185 Pages:847-872 Open-access

• A Class of Runge-Kutta Methods for Backward Stochastic Differential Equations

  Xiao Tang, Jie Xiong

  2025-08-04

  6396 569 Pages:777-800

• Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

  Yafei Xu, Weidong Zhao

  2024-04-07

  21159 1819 Pages:268-294

• Splitting Schemes for Backward Stochastic Differential Equations

  Luying Zheng, Weidong Zhao

  2025-04-29

  7216 532 Pages:585-602

• Reduced Order Modeling of Some Nonlinear Stochastic Partial Differential Equations

  John Burkardt, Max D. Gunzburger, Clayton Webster

  2021-11-09

  30680 2491 Pages:368-391

• ANOVA Expansions and Efficient Sampling Methods for Parameter Dependent Nonlinear PDEs

  Yanzhao Cao, Zheng Chen, Max Gunzburger

  2009-06-01

  30805 2600 Pages:256-273

• Convergence Analysis of a Splitting Method for Stochastic Differential Equations

  W. Zhao, L. Tian, L. Ju

  2008-05-01

  31553 3527 Pages:673-692

• Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations

  Weidong Zhao, Yang Li, Lili Ju

  2013-10-01

  33258 2659 Pages:876-898

• Modeling, Analysis and Discretization of Stochastic Logistic Equations

  Henri Schurz

  2007-04-01

  30026 2734 Pages:178-197

• Jump-Diffusion Model for the Global Spread of an Amphibian Disease

  Edward J. Allen

  2004-01-01

  30793 2540 Pages:173-188

• Partially Observable Stochastic Optimal Control

  Guangchen Wang, Jie Xiong, Shuaiqi Zhang

  2016-07-03

  32134 2753 Pages:493-512

• How Rates of $L^p$-Convergence Carry over to Numerical Approximations of Some Convex, Non-Smooth Functionals of SDEs

  Henri Schurz

  2008-05-01

  32657 3737 Pages:55-72

• Split-Step Forward Milstein Method for Stochastic Differential Equation

  S. Singh

  2012-09-01

  33302 2645 Pages:970-981

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35277 2889 Pages:303-320

• Numerical Solutions of Stochastic Differential Delay Equations with Jumps

  Guihua Zhao, Minghui Song, Mingzhu Liu

  2009-06-01

  30866 2608 Pages:659-679

• Convergence and Stability of Balanced Implicit Methods for Systems of SDEs

  Henri Schurz

  2005-02-01

  31874 2572 Pages:197-220

• Maxwell Solutions in Media with Multiple Random Interfaces

  C.-Y. Jung, B. Kwon, A. Mahalov, T. B. Nguyen

  2021-10-20

  34212 3965 Pages:193-212

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29714 2658 Pages:125-140