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浏览/检索结果: 共3条，第1-3条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841 作者:  Cui, Jianbo;  Hong, Jialin 收藏  |  浏览/下载：24/0  |  提交时间：2020/01/10 one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus   Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations 期刊论文 APPLIED MATHEMATICAL MODELLING, 2016, 卷号: 40, 期号: 1, 页码: 19-30 作者:  Zong, Xiaofeng;  Wu, Fuke 收藏  |  浏览/下载：15/0  |  提交时间：2018/07/30 Neutral stochastic delay differential equations  Moment exponential stability  Euler Maruyama method  Backward Euler Maruyama method   The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients 期刊论文 Journal of Difference Equations and Applications, 2013, 卷号: 19, 期号: 3, 页码: 466-490 作者:  Xiaojie Wang;  Siqing Gan 收藏  |  浏览/下载：12/0  |  提交时间：2019/12/03 60H35  65C20  65L20  commutative noise  one-sided Lipschitz condition  strong convergence  superlinearly growing coefficient  tamed Milstein method