Mean Square Numerical Methods for Initial Value Random Differential Equations
暂无分享,去创建一个
[1] N. Bershad,et al. Random differential equations in science and engineering , 1975, Proceedings of the IEEE.
[2] D. Talay,et al. Expansion of the global error for numerical schemes solving stochastic differential equations , 1990 .
[3] Jonathan C. Mattingly,et al. An adaptive Euler–Maruyama scheme for SDEs: convergence and stability , 2006, math/0601029.
[4] Neil J. Bershad,et al. Review of 'Random Differential Equations in Science and Engineering' (Soong, T. T.; 1973) , 1975, IEEE Transactions on Information Theory.
[5] P. Kloeden,et al. Numerical Solution of Stochastic Differential Equations , 1992 .
[6] P. Kloeden,et al. Numerical Solution of Sde Through Computer Experiments , 1993 .
[7] Juan Carlos Cortés,et al. Mean square numerical solution of random differential equations: Facts and possibilities , 2007, Comput. Math. Appl..
[8] Desmond J. Higham,et al. An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations , 2001, SIAM Rev..
[9] K. Burrage,et al. High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations , 1996 .
[10] Desmond J. Higham,et al. An Algorithmic Introduction to Numerical Simulation of , 2001 .
[11] L. Villafuerte,et al. A Random Euler Method for Solving Differential Equations with Uncertainties , 2008 .
[12] Magdy A. El-Tawil,et al. The approximate solutions of some stochastic differential equations using transformations , 2005, Appl. Math. Comput..
[13] E. Platen. An introduction to numerical methods for stochastic differential equations , 1999, Acta Numerica.
[14] Kevin Burrage,et al. General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems , 1998 .