stochasticdifferentialequations相关论文
In this paper, we consider the non-Lipschitz stochastic differential equations and stochastic functional differential eq......
This paper deals with the evaluation of sales/purchase originated risks in B2B transactions using real option approaches......
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
Stochastic standard projection technique,as an efficient approach to simulate stochastic differential equations on m......
A class of projected explicit stochastic Runge-Kutta method for stochastic differential equations un
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
In this paper,we construct a general class of Stochastic Runge-Kutta(SRK) methods for solving noncommutative stochas......
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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。......
