Euler-Maruyama相关论文
Sampled-Data Stabilization of a Class of Stochastic Nonlinear Markov Switching System with Indisting
This paper investigates the stabilization issue for a class of sampled-data nonlinear Markov switching system with indis......
This paper deals with the mean-square exponential input-to-state stability(exp-ISS) of Euler-Maruyama(EM) method applied......
本文研究带Poisson跳和Markovian调制的中立型随机微分方程的数值解的收敛性质.用数值逼近方法求此微分方程的解,并证明了Euler近......
Numerical Solutions of Hybrid Stochastic Differential Delay Equations under the Generalized Khasmins
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In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic diff......
中立型随机延迟微分方程(NSDDEs)可以看成是随机延迟微分方程(SDDEs)的推广,该方程描述的数学模型不仅考虑了随机因素的干扰,同时......
The main aim of this paper is to present and emphasize the contribution of stochastic numerical methods as must tools fo......
分段连续型随机微分方程在经济学、物理学、环境科学、控制理论等学科中有着广泛应用.分段连续型随机微分方程的真实解较难直接求......
