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机译:截断的Euler-Maruyama方法,用于经典和时间改变的非自治随机微分方程
Department of Mathematics Shanghai Normal University Shanghai 200234 China;
Department of Mathematics and Statistics University of Strathclyde Glasgow G1 1XH UK;
Department of Mathematics Shanghai Normal University Shanghai 200234 China;
School of Engineering University of Edinburgh Edinburgh EH9 3JW UK Mathematical Institute University of Oxford Oxford OX2 6GG UK Alan Turing Institute. London NW1 2DB UK;
Truncated Euler-Maruyama method; Non-autonomous stochastic differential equations; Strong convergence; Super-linear coefficients; Time-changed stochastic differential equations;
机译:用于非线性时间改变的随机微分方程的半隐式欧拉 - 玛瑙方法
机译:随机微分方程的截断Euler-Maruyama方案的多级蒙特卡罗方法
机译:随机差动延迟方程的截断欧拉 - 玛瑙方法的强趋势率泊松跳跃
机译:非自治随机微分方程Euler-Maruyama方法的几乎确定和矩指数稳定性
机译:时变随机过程和分数阶偏微分方程。
机译:随机微分方程的路径积分方法
机译:截断的Euler-Maruyama方法,用于经典和时间改变的非自治随机微分方程