Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability (vol 39, pg 847, 2019)

Li Xiaoyue; Mao Xuerong; Yin George

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability (vol 39, pg 847, 2019)

机译：有限和无限视野中随机微分方程的明确数值近似：截断方法，第PTH矩和稳定性的收敛性（Vol 39，PG 847,2019）

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《IMA Journal of Numerical Analysis 》 |2019年第4期| 共1页
作者
Li Xiaoyue; Mao Xuerong; Yin George;
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作者单位

Northeast Normal Univ Sch Math &

Stat Changchun 130024 Jilin Peoples R China;

Univ Strathclyde Dept Math &

Stat Glasgow G1 1XH Lanark Scotland;

Wayne State Univ Dept Math Detroit MI 48202 USA;

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正文语种 eng
中图分类数值分析 ;
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1. Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability (vol 39, pg 847, 2019) [J] . Li Xiaoyue, Mao Xuerong, Yin George IMA Journal of Numerical Analysis . 2019 ,第4期

机译：有限和无限视野中随机微分方程的明确数值近似：截断方法，第PTH矩和稳定性的收敛性（Vol 39，PG 847,2019）
2. pth moment (p is an element of (0, 1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations [J] . Statistics & Probability Letters . 2020 ,第期

机译：第p时刻（P是（0,1）的元素），几乎肯定了对随机微分方程的精确解决方案的指数稳定性和修改的截断的EM方法
3. Strong convergence for explicit space–time discrete numerical approximation methods for stochastic Burgers equations [J] . Arnulf Jentzen, Diyora Salimova, Timo Welti Journal of Mathematical Analysis and Applications . 2019 ,第2期

机译：随机汉堡方程的明确节省空间离散数值近似方法的强烈收敛性
4. A note on pth moment exponential stability of stochastic delay differential equations with Markovian switching [C] . Zhangzhi Wei, Zheng Wu, Ling Hu, Youth Academic Annual Conference of Chinese Association of Automation . 2017

机译：马尔可夫切换随机时滞微分方程的pth矩指数稳定性的注记。
5. Analysis and finite element approximations of stochastic optimal control problems constrained by stochastic elliptic partial differential equations [D] . Lee, Jangwoon 2008

机译：随机椭圆偏微分方程约束的随机最优控制问题的分析和有限元逼近
6. On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework [O] . Faiz Faizullah -1

机译：关于G框架中随机泛函微分方程解的pth矩估计
7. Corrigendum to: Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability [O] . Xiaoyue Li, Xuerong Mao, George Yin 2018

机译：逆变：有限和无限视野中随机微分方程的明确数值近似：截断方法，第pTH矩和稳定性的收敛性
8. Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential Equations [R] . Kushner, H. J., Yu, C. F. 1972

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability (vol 39, pg 847, 2019)

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