Result 1 to 20 of 74 total
Convergence of the stochastic Euler scheme for locally Lipschitz coefficients. (English)
Found. Comput. Math. 11, No. 6, 657-706 (2011).
1
Wick product in the stochastic Burgers equation: A curse or a cure? (English)
Asymptotic Anal. 75, No. 3-4, 145-168 (2011).
2
Uniqueness in law for stochastic boundary value problems. (English)
J. Dyn. Differ. Equations 23, No. 3, 613-648 (2011).
3
Convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation. (English)
Int. J. Numer. Anal. Model. 8, No. 2, 214-225 (2011).
4
A stochastic algorithm for parametric sensitivity in Smoluchowski’s coagulation equation. (English)
SIAM J. Numer. Anal. 48, No. 3, 1064-1086 (2010).
5
Runge-Kutta methods for the strong approximation of solutions of stochastic differential equations. (English)
SIAM J. Numer. Anal. 48, No. 3, 922-952 (2010).
6
Jump-diffusions in Hilbert spaces: existence, stability and numerics. (English)
Stochastics 82, No. 4-6, 475-520 (2010).
7
Performance robustness of a noise-assisted transmission line. (English)
Physica D 238, No. 21, 2138-2141 (2009).
8
Instability, complexity, and evolution. (English)
J. Math. Sci., New York 158, No. 6, 787-808 (2009); translation from Zap. Nauchn. Semin. POMI 360, 31-69 (2008).
9
The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions. (English)
Appl. Numer. Math. 59, No. 10, 2641-2658 (2009).
10
The geometric minimum action method: A least action principle on the space of curves. (English)
Commun. Pure Appl. Math. 61, No. 8, 1052-1117 (2008).
11
The explicit solutions of linear left-invariant second order stochastic evolution equations on the 2D Euclidean motion group. (English)
Q. Appl. Math. 66, No. 1, 27-67 (2008).
12
Time discretization and Markovian iteration for coupled FBSDEs. (English)
Ann. Appl. Probab. 18, No. 1, 143-177 (2008).
13
Monte-Carlo simulation of stochastic differential systems - a geometrical approach. (English)
Stochastic Processes Appl. 118, No. 3, 346-367 (2008).
14
A stochastic differential equation model for cotton fiber breakage. (English)
Neural Parallel Sci. Comput. 15, No. 2, 181-192 (2007).
15
Asymptotic arc-sine laws for finite-dimensional interacting diffussion. (English)
Osaka J. Math. 44, No. 2, 335-350 (2007).
16
A note on numerical solutions of stochastic functional differential equations with Markovian switching. (English)
Funct. Differ. Equ. 14, No. 2-4, 161-172 (2007).
17
Two-step MacCormack method for statistical moments of a stochastic Burger’s equation. (English)
Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 14, No. 5, 657-684 (2007).
18
Higher order weak linearizations of stochastically driven nonlinear oscillators. (English)
Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 463, No. 2083, 1827-1856 (2007).
19
A forward scheme for backward SDEs. (English)
Stochastic Processes Appl. 117, No. 12, 1793-1812 (2007).
20
Result 1 to 20 of 74 total
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