CORC

在结果中检索

CORC

浏览/检索结果: 共61条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载：3/0  |  提交时间：2023/02/07
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
作者:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
收藏  |  浏览/下载：11/0  |  提交时间：2022/06/21
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：11/0  |  提交时间：2021/10/26
Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：12/0  |  提交时间：2021/01/14
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：45/0  |  提交时间：2020/06/30
Risk minimization for an insurer with investment and reinsurance via g-expectation 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 20, 页码: 5012-5035
作者:  Chen, Fenge;  Peng, Xingchun*;  Wang, Wenyuan
收藏  |  浏览/下载：13/0  |  提交时间：2019/12/04
H?LDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE 期刊论文
Acta Mathematica Scientia, 2019, 期号: 03, 页码: 717-730
作者:  Raluca M BALAN;  Lluís QUER-SARDANYONS;  Song J(宋健)
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/11
Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2019, 卷号: 24
作者:  Balan, Raluca M.;  Quer-Sardanyons, Lluis;  Song, Jian
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/11
HOLDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE 期刊论文
ACTA MATHEMATICA SCIENTIA, 2019, 卷号: 39, 期号: 3, 页码: 717-730
作者:  Balan, Raluca M.;  Quer-Sardanyons, Lluis;  Song, Jian
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/11
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

©版权所有 ©2017 CSpace - Powered by CSpace