论文信息 - A note on the partially truncated Euler–Maruyama method - 字舞流文

A note on the partially truncated Euler–Maruyama method

Xuerong Mao | Qian Guo | Wei Liu | X. Mao | Wei Liu | Q. Guo

[1] K. Cheng. Theory of Superconductivity , 1948, Nature.

[2] P. Kloeden,et al. Numerical Solution of Stochastic Differential Equations , 1992 .

[3] R. Khasminskii. Stochastic Stability of Differential Equations , 1980 .

[4] X. Mao,et al. Stochastic Differential Equations and Applications , 1998 .

[5] Xuerong Mao,et al. STOCHASTIC DELAY POPULATION DYNAMICS , 2004 .

[6] Xuerong Mao,et al. Stochastic Differential Equations With Markovian Switching , 2006 .

[7] M. Hutzenthaler,et al. Numerical Approximations of Stochastic Differential Equations With Non-globally Lipschitz Continuous Coefficients , 2012, 1203.5809.

[8] Liangjian Hu,et al. Khasminskii-type theorems for stochastic functional differential equations , 2013 .

[9] T. Faniran. Numerical Solution of Stochastic Differential Equations , 2015 .

[10] Xuerong Mao,et al. The truncated Euler-Maruyama method for stochastic differential equations , 2015, J. Comput. Appl. Math..

[11] Xuerong Mao,et al. Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations , 2016, J. Comput. Appl. Math..

[12] Xuerong Mao,et al. The partially truncated Euler–Maruyama method and its stability and boundedness , 2017 .