Q5038019 (Q5038019): Difference between revisions

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-.12286/jssx.j2020-0748
@@ Property / DOI: 10.12286/jssx.j2020-0748 / rank @@
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-Ai-Guo Xiao
@@ Property / author: Ai-Guo Xiao / rank @@
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+Ai-Guo Xiao
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+Publication
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+Q2758041
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+A review on stochastic differential equations for applications in hydrology
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+Continuous Markov processes and stochastic equations
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+Q4319807
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+Approximate Integration of Stochastic Differential Equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
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+The truncated Euler-Maruyama method for stochastic differential equations
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+The truncated Milstein method for stochastic differential equations with commutative noise
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+$B$-Convergence Theory of Runge--Kutta Methods for Stiff Volterra Functional Differential Equations with Infinite Integration Interval
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+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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+Some issues in discrete approximate solution for stochastic differential equations
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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+Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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+Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations
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+The composite Euler method for stiff stochastic differential equations
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+Balanced Milstein Methods for Ordinary SDEs
@@ Property / cites work: Balanced Milstein Methods for Ordinary SDEs / rank @@
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+Balanced Implicit Methods for Stiff Stochastic Systems
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+The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations
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+Two-stage stochastic Runge-Kutta methods for stochastic differential equations
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+Implicit Taylor methods for stiff stochastic differential equations
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+Numerical methods for strong solutions of stochastic differential equations: an overview
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+Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments
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+Uniqueness of twisted linear periods and twisted Shalika periods
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+A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
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+Canonical Euler splitting method for nonlinear composite stiff evolution equations
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+Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
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+Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
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+Exponential mean square stability of numerical methods for systems of stochastic differential equations
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+Khasminskii-Type Theorems for Stochastic Differential Delay Equations
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+Almost sure exponential stability of neutral stochastic differential difference equations
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+Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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+LaSalle-type theorems for stochastic differential delay equations
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+A note on the LaSalle-type theorems for stochastic differential delay equations
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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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+Q4000061
@@ Property / cites work: Q4000061 / rank @@
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+Topology
@@ Property / cites work: Topology / rank @@
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+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+.12286/JSSX.J2020-0748
@@ Property / DOI: 10.12286/JSSX.J2020-0748 / rank @@
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