StochasticDifferentialEquations相关论文
In this paper, we consider the non-Lipschitz stochastic differential equations and stochastic functional differential eq......
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Some new continuous stage stochastic Runge-Kutta(CSSRK)methods are proposed for the strong approximation of stochast......
Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric pro
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Although a lot of numerical methods to stochastic differential equations with the coefficients of locally Lipschitz ......
Strong Runge-Kutta methods with optimal principal error for noncommutative stochastic differential e
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讨论了Ito^∧会型随机微分方程关于部分变元的随机稳定性和全局渐近稳定性，并对自治系统给出了一个构造性结果。......
