1.
Coupling Methods for Multivalued Stochastic Differential Equations and Applications to Harnack Inequality
多值随机微分方程中的耦合方法及其在Harnack不等式中的应用
2.
Convergence Between Numerical Solutions and Exact Solutions of Stochastic Differential Equation
随机微分方程数值解的L~p收敛性
3.
Runge-Kutta methods for numerical solutions of stochastic ordinary differential equations
随机微分方程的Runge-Kutta数值解法
4.
Several Numeric Methods for Stochastic Differential Equation and Numerical Simulation;
几种随机微分方程数值方法与数值模拟
5.
Some Methods in the Numerical Analysis of Stochastic Ordinary Differential Equations;
随机常微分方程数值分析中的若干方法
6.
Two Split Step Numerical Methods for Solving Stochastic Differential Equations
求解随机微分方程的两种可分裂的数值方法
7.
Finite Difference Method and Numerical Simulation of Stochastic Partial Differential Equations
有限差分方法与随机偏微分方程的数值模拟
8.
Some Numerical Methods of Backward Stochastic Differential Equations and Their Financial Applications;
倒向随机微分方程的数值方法及其金融应用
9.
Numerical Methods and Their Error Estimates for Backward Stochastic Differential Equations
倒向随机微分方程的数值方法及其误差估计
10.
Some Numerical Methods for Stochastic Differential Equations with Applications
随机微分方程的几类数值方法及其应用
11.
A Survey of Weak Approximations of Stochastic Differential Equations with Jumps
跳跃型随机微分方程的弱收敛数值方法概述
12.
Practical Stability and Numerical Computation of Filippov-type Ordinary Differential Equations and Stochastic Differential Equations
Filippov-型常微分方程和随机微分方程的实用稳定性及数值计算
13.
The Application of Stochastic Partial Differential Equation to the Geodetic Boundary Value Problems;
随机偏微分方程在大地边值问题中的应用
14.
Numerical Solution of Jump-diffusion Stochastic Differential Equation and Application;
跳扩散随机微分方程的数值解及其应用
15.
Numerical Methods of the Perturbed Backward Stochastic Differential Equations
带扰动的倒向随机微分方程的数值算法
16.
The numerical solutions of stochastic differential equations with variable delay and Markovian Switching
马尔可夫调制的随机变延迟微分方程的数值解
17.
Convergence of numerical solutions to a class of stochastic neutral differential equations
一类随机中立型微分方程数值解的收敛性
18.
Numerical Approximation for One Type of Stochastic Differential Equations Based on the Legendre Polynomials
一类随机微分方程的Legendre多项式谱逼近分析