Ranjbar, Hassan An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises. (English) Zbl 07901812 J. Comput. Appl. Math. 454, Article ID 116179, 15 p. (2025). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{H. Ranjbar}, J. Comput. Appl. Math. 454, Article ID 116179, 15 p. (2025; Zbl 07901812) Full Text: DOI
Li, Yanfang; Zhao, Guohuan Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift. (English) Zbl 07913945 Stat. Probab. Lett. 215, Article ID 110220, 6 p. (2024). MSC: 39A50 60H10 60H20 65C30 PDFBibTeX XMLCite \textit{Y. Li} and \textit{G. Zhao}, Stat. Probab. Lett. 215, Article ID 110220, 6 p. (2024; Zbl 07913945) Full Text: DOI arXiv
Kechejian, H.; Ohanyan, V. K.; Bardakhchyan, V. G. Portfolio value-at-risk approximation for geometric Brownian motion. (English) Zbl 07911064 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 2, 110-119 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 2, 56-66 (2024). MSC: 60J65 65C30 60H35 97M30 91B24 PDFBibTeX XMLCite \textit{H. Kechejian} et al., J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 2, 110--119 (2024; Zbl 07911064) Full Text: DOI
Vovchanskyi, M. B. A quick probability-oriented introduction to operator splitting methods. (English) Zbl 07909288 Theory Stoch. Process. 28, No. 1, 50-110 (2024). MSC: 60H35 60K35 65C30 PDFBibTeX XMLCite \textit{M. B. Vovchanskyi}, Theory Stoch. Process. 28, No. 1, 50--110 (2024; Zbl 07909288) Full Text: DOI arXiv
Pantuvo, Tsoke Peter; Ajileye, Ganiyu; Taparki, Richard; Aduroja, Ojo Olamiposi Numerical method for the solution of high order Fredholm integro-differential difference equations using Legendre polynomials. (English) Zbl 07908212 Iran. J. Numer. Anal. Optim. 14, No. 3, 833-874 (2024). MSC: 65C30 65L06 PDFBibTeX XMLCite \textit{T. P. Pantuvo} et al., Iran. J. Numer. Anal. Optim. 14, No. 3, 833--874 (2024; Zbl 07908212) Full Text: DOI OA License
Eigel, Martin; Gruhlke, Robert; Sommer, David Less interaction with forward models in Langevin dynamics: enrichment and homotopy. (English) Zbl 07906726 SIAM J. Appl. Dyn. Syst. 23, No. 3, 1870-1908 (2024). MSC: 65N21 62F15 65N75 65C30 35Q84 65K10 65N12 82C22 82C31 PDFBibTeX XMLCite \textit{M. Eigel} et al., SIAM J. Appl. Dyn. Syst. 23, No. 3, 1870--1908 (2024; Zbl 07906726) Full Text: DOI arXiv
Hummel, Sebastian; Jaffe, Adam Quinn Constructing maximal germ couplings of Brownian motions with drift. (English) Zbl 07905740 Electron. Commun. Probab. 29, Paper No. 23, 11 p. (2024). MSC: 60J65 60H35 65C30 PDFBibTeX XMLCite \textit{S. Hummel} and \textit{A. Q. Jaffe}, Electron. Commun. Probab. 29, Paper No. 23, 11 p. (2024; Zbl 07905740) Full Text: DOI arXiv Link OA License
Korichi, Fatiha; Boukaf, Samira; Hafayed, Mokhtar Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance. (English) Zbl 07905412 Bol. Soc. Parana. Mat. (3) 42, Paper No. 133, 25 p. (2024). MSC: 93E20 65C30 PDFBibTeX XMLCite \textit{F. Korichi} et al., Bol. Soc. Parana. Mat. (3) 42, Paper No. 133, 25 p. (2024; Zbl 07905412) Full Text: Link
Sadki, Marya; Ez-Zetouni, Adil; Allali, Karam Persistence and extinction for stochastic HBV epidemic model with treatment cure rate. (English) Zbl 07905292 Bol. Soc. Parana. Mat. (3) 42, Paper No. 13, 15 p. (2024). MSC: 34D20 37H30 65C30 PDFBibTeX XMLCite \textit{M. Sadki} et al., Bol. Soc. Parana. Mat. (3) 42, Paper No. 13, 15 p. (2024; Zbl 07905292) Full Text: DOI
Coffie, Emmanuel Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay. (English) Zbl 07904966 Stoch. Models 40, No. 3, 583-616 (2024). MSC: 65C30 91G20 60H35 PDFBibTeX XMLCite \textit{E. Coffie}, Stoch. Models 40, No. 3, 583--616 (2024; Zbl 07904966) Full Text: DOI arXiv OA License
He, Xuedong; Tan, Xiaolu; Wu, Ruocheng Convergence of simulated annealing using kinetic Langevin dynamics. (English) Zbl 07904039 Electron. J. Probab. 29, Paper No. 77, 31 p. (2024). MSC: 35Q84 35Q82 82C31 65K10 90C59 65C30 60H15 65M12 65M06 35B40 PDFBibTeX XMLCite \textit{X. He} et al., Electron. J. Probab. 29, Paper No. 77, 31 p. (2024; Zbl 07904039) Full Text: DOI arXiv Link OA License
Bertaglia, Giulia; Pareschi, Lorenzo; Caflisch, Russel E. Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws. (English) Zbl 07902986 J. Sci. Comput. 100, No. 3, Paper No. 60, 36 p. (2024). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{G. Bertaglia} et al., J. Sci. Comput. 100, No. 3, Paper No. 60, 36 p. (2024; Zbl 07902986) Full Text: DOI arXiv OA License
Journel, Lucas Weak error expansion of a numerical scheme with rejection for singular Langevin process. (English) Zbl 07902503 ESAIM, Math. Model. Numer. Anal. 58, No. 3, 1153-1184 (2024). MSC: 65C30 PDFBibTeX XMLCite \textit{L. Journel}, ESAIM, Math. Model. Numer. Anal. 58, No. 3, 1153--1184 (2024; Zbl 07902503) Full Text: DOI arXiv OA License
Li, Yan; Deng, Nan; Cao, Wanrong Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients. (English) Zbl 07901896 Appl. Numer. Math. 205, 60-86 (2024). MSC: 65C30 65H10 PDFBibTeX XMLCite \textit{Y. Li} et al., Appl. Numer. Math. 205, 60--86 (2024; Zbl 07901896) Full Text: DOI
Yang, Fang; Chen, Min; Li, Pengtao; Qu, Wei; Chen, Jiecheng; Qian, Tao Sparse series solutions of random boundary and initial value problems. (English) Zbl 07900471 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 3, Article ID 2350050, 31 p. (2024). MSC: 60H15 65C30 PDFBibTeX XMLCite \textit{F. Yang} et al., Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 3, Article ID 2350050, 31 p. (2024; Zbl 07900471) Full Text: DOI
Zhang, Jingna; Tang, Yifa A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations. (English) Zbl 07899960 Commun. Nonlinear Sci. Numer. Simul. 138, Article ID 108253, 19 p. (2024). MSC: 65C30 34A08 60H35 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{Y. Tang}, Commun. Nonlinear Sci. Numer. Simul. 138, Article ID 108253, 19 p. (2024; Zbl 07899960) Full Text: DOI
Chernov, Alexey; Lê, Tùng Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications. (English) Zbl 07899521 SIAM J. Numer. Anal. 62, No. 4, 1874-1900 (2024). MSC: 65N25 65C05 65C30 65N30 65N50 65D30 65D32 35B65 35R60 PDFBibTeX XMLCite \textit{A. Chernov} and \textit{T. Lê}, SIAM J. Numer. Anal. 62, No. 4, 1874--1900 (2024; Zbl 07899521) Full Text: DOI arXiv
Biswas, Sani; Kumar, Chaman; Neelima; Dos Reis, Gonçalo; Reisinger, Christoph An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients. (English) Zbl 07899447 Ann. Appl. Probab. 34, No. 2, 2326-2363 (2024). MSC: 65C30 60H35 65C05 65C35 PDFBibTeX XMLCite \textit{S. Biswas} et al., Ann. Appl. Probab. 34, No. 2, 2326--2363 (2024; Zbl 07899447) Full Text: DOI arXiv Link
Erdoğan, Utku; Lord, Gabriel J. Weak convergence of tamed exponential integrators for stochastic differential equations. (English) Zbl 07896746 BIT 64, No. 3, Paper No. 29, 30 p. (2024). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{U. Erdoğan} and \textit{G. J. Lord}, BIT 64, No. 3, Paper No. 29, 30 p. (2024; Zbl 07896746) Full Text: DOI arXiv OA License
Lin, Yiwen; Jin, Shi Error estimates of a bi-fidelity method for a multi-phase Navier-Stokes-Vlasov-Fokker-Planck system with random inputs. (English) Zbl 07896360 Kinet. Relat. Models 17, No. 5, 807-837 (2024). MSC: 65C30 35Q84 35R60 60H15 60H35 65M70 PDFBibTeX XMLCite \textit{Y. Lin} and \textit{S. Jin}, Kinet. Relat. Models 17, No. 5, 807--837 (2024; Zbl 07896360) Full Text: DOI arXiv
Goreac, Dan; Li, Juan; Wang, Pangbo; Xu, Boxiang Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects. (English) Zbl 07894894 Appl. Math. Comput. 473, Article ID 128655, 32 p. (2024). MSC: 65K10 65K15 93E20 65C30 49M20 49M29 49J40 91G50 93-08 PDFBibTeX XMLCite \textit{D. Goreac} et al., Appl. Math. Comput. 473, Article ID 128655, 32 p. (2024; Zbl 07894894) Full Text: DOI
Stępień, Łukasz Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process. (English) Zbl 07891514 Numer. Algorithms 96, No. 4, 1699-1725 (2024). MSC: 65C30 68Q25 PDFBibTeX XMLCite \textit{Ł. Stępień}, Numer. Algorithms 96, No. 4, 1699--1725 (2024; Zbl 07891514) Full Text: DOI arXiv OA License
Ye, Changlun; Yao, Tingfu; Bi, Hai; Luo, Xianbing A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty. (English) Zbl 07890902 J. Comput. Appl. Math. 451, Article ID 116068, 17 p. (2024). MSC: 65C30 60H15 60H35 65C05 65M60 PDFBibTeX XMLCite \textit{C. Ye} et al., J. Comput. Appl. Math. 451, Article ID 116068, 17 p. (2024; Zbl 07890902) Full Text: DOI
Ernst, Philip A.; Ma, Xiaohang; Nazari, Masoud H.; Qian, Hongjiang; Wang, Le Yi; Yin, George Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems. (English) Zbl 07889330 Nonlinear Anal., Hybrid Syst. 53, Article ID 101507, 15 p. (2024). MSC: 65C30 60G40 60J99 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101507, 15 p. (2024; Zbl 07889330) Full Text: DOI
Ranjbar, Hassan An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients. (English) Zbl 07886682 J. Appl. Math. Comput. 70, No. 1, 809-837 (2024). MSC: 65C30 60H35 65L20 PDFBibTeX XMLCite \textit{H. Ranjbar}, J. Appl. Math. Comput. 70, No. 1, 809--837 (2024; Zbl 07886682) Full Text: DOI
Lu, Liwei; Guo, Hailong; Yang, Xu; Zhu, Yi Temporal difference learning for high-dimensional PIDEs with jumps. (English) Zbl 07883829 SIAM J. Sci. Comput. 46, No. 4, C349-C368 (2024). MSC: 65C30 65R20 60H20 60H35 60J76 45K05 68T07 PDFBibTeX XMLCite \textit{L. Lu} et al., SIAM J. Sci. Comput. 46, No. 4, C349--C368 (2024; Zbl 07883829) Full Text: DOI arXiv
Bréhier, Charles-Edouard Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs. (English) Zbl 07883474 SMAI J. Comput. Math. 10, 175-228 (2024). MSC: 60H35 65C30 60H15 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, SMAI J. Comput. Math. 10, 175--228 (2024; Zbl 07883474) Full Text: DOI arXiv
Kang, Yuenan; Nie, Linfei Dynamical analysis and optimal control of an age-structured epidemic model with asymptomatic infection and multiple transmission pathways. (English) Zbl 07883051 Math. Methods Appl. Sci. 47, No. 12, 9669-9702 (2024). MSC: 34E10 92B05 65C30 PDFBibTeX XMLCite \textit{Y. Kang} and \textit{L. Nie}, Math. Methods Appl. Sci. 47, No. 12, 9669--9702 (2024; Zbl 07883051) Full Text: DOI
Xu, Chengqiang; Wang, Yibo; Cao, Wanrong On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations. (English) Zbl 07882741 Numer. Methods Partial Differ. Equations 40, No. 4, Article ID e23094, 32 p. (2024). MSC: 65C30 60H15 PDFBibTeX XMLCite \textit{C. Xu} et al., Numer. Methods Partial Differ. Equations 40, No. 4, Article ID e23094, 32 p. (2024; Zbl 07882741) Full Text: DOI
Sabel’feld, K. K.; Smirnov, D. D. Stochastic simulation algorithm for solving the system of lame equations for two- and three-dimensional domains by combining the Slobodianskii representation, the method of fundamental solutions and a random projection method. (Russian. English summary) Zbl 07881467 Sib. Zh. Vychisl. Mat. 27, No. 2, 245-264 (2024). MSC: 65C30 PDFBibTeX XMLCite \textit{K. K. Sabel'feld} and \textit{D. D. Smirnov}, Sib. Zh. Vychisl. Mat. 27, No. 2, 245--264 (2024; Zbl 07881467) Full Text: DOI MNR
Averina, T. A.; Rybakov, K. A. Rosenbrock-type methods for solving stochastic differential equations. (Russian. English summary) Zbl 07881459 Sib. Zh. Vychisl. Mat. 27, No. 2, 123-145 (2024). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{T. A. Averina} and \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 27, No. 2, 123--145 (2024; Zbl 07881459) Full Text: DOI MNR
Hu, Xingwei; Wang, Mengjie; Dai, Xinjie; Yu, Yanyan; Xiao, Aiguo A positivity preserving Milstein-type method for stochastic differential equations with positive solutions. (English) Zbl 07881058 J. Comput. Appl. Math. 449, Article ID 115963, 23 p. (2024). MSC: 65C30 60H10 60H35 65C20 PDFBibTeX XMLCite \textit{X. Hu} et al., J. Comput. Appl. Math. 449, Article ID 115963, 23 p. (2024; Zbl 07881058) Full Text: DOI
Liu, Xing Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise. (English) Zbl 1538.65009 J. Comput. Appl. Math. 449, Article ID 115953, 19 p. (2024). MSC: 65C30 35R11 35R60 60H15 65M70 65M12 65M15 PDFBibTeX XMLCite \textit{X. Liu}, J. Comput. Appl. Math. 449, Article ID 115953, 19 p. (2024; Zbl 1538.65009) Full Text: DOI
Zhang, Kaixi; Liu, Baoding Higher-order derivative of uncertain process and higher-order uncertain differential equation. (English) Zbl 07879563 Fuzzy Optim. Decis. Mak. 23, No. 2, 295-318 (2024). MSC: 60H10 26B05 65C30 PDFBibTeX XMLCite \textit{K. Zhang} and \textit{B. Liu}, Fuzzy Optim. Decis. Mak. 23, No. 2, 295--318 (2024; Zbl 07879563) Full Text: DOI
Holland, Teodor On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift. (English) Zbl 07879393 Stochastic Processes Appl. 174, Article ID 104379, 16 p. (2024). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{T. Holland}, Stochastic Processes Appl. 174, Article ID 104379, 16 p. (2024; Zbl 07879393) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 07878166 Differ. Uravn. Protsessy Upr. 2024, No. 2, 73-180 (2024). MSC: 60H05 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2024, No. 2, 73--180 (2024; Zbl 07878166) Full Text: Link
Zhou, Hao; Hu, Yaozhong; Zhao, Jingjun Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion. (English) Zbl 1540.60164 J. Comput. Appl. Math. 447, Article ID 115902, 13 p. (2024). MSC: 60H35 65C30 65L20 PDFBibTeX XMLCite \textit{H. Zhou} et al., J. Comput. Appl. Math. 447, Article ID 115902, 13 p. (2024; Zbl 1540.60164) Full Text: DOI
Yuan, Haiyan; Zhu, Quanxin Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method. (English) Zbl 1540.60133 J. Comput. Appl. Math. 446, Article ID 115856, 15 p. (2024). MSC: 60H10 65C30 93E15 34K50 PDFBibTeX XMLCite \textit{H. Yuan} and \textit{Q. Zhu}, J. Comput. Appl. Math. 446, Article ID 115856, 15 p. (2024; Zbl 1540.60133) Full Text: DOI
Ben Hammouda, Chiheb; Ben Rached, Nadhir; Tempone, Raúl; Wiechert, Sophia Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach. (English) Zbl 07876168 J. Comput. Appl. Math. 446, Article ID 115853, 18 p. (2024). MSC: 65C30 60H35 60J99 PDFBibTeX XMLCite \textit{C. Ben Hammouda} et al., J. Comput. Appl. Math. 446, Article ID 115853, 18 p. (2024; Zbl 07876168) Full Text: DOI arXiv
Wen, Haining Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations. (English) Zbl 07875060 Calcolo 61, No. 2, Paper No. 34, 22 p. (2024). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{H. Wen}, Calcolo 61, No. 2, Paper No. 34, 22 p. (2024; Zbl 07875060) Full Text: DOI
Xu, Yafei; Zhao, Weidong Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations. (English) Zbl 07874382 Int. J. Numer. Anal. Model. 21, No. 2, 268-294 (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Xu} and \textit{W. Zhao}, Int. J. Numer. Anal. Model. 21, No. 2, 268--294 (2024; Zbl 07874382) Full Text: DOI
Sabelfeld, Karl; Aksyuk, Ivan Stochastic simulation of exciton transport in semiconductor heterostructures. (English) Zbl 07873676 Russ. J. Numer. Anal. Math. Model. 39, No. 3, 143-156 (2024). MSC: 65C30 60G50 60J70 82D37 PDFBibTeX XMLCite \textit{K. Sabelfeld} and \textit{I. Aksyuk}, Russ. J. Numer. Anal. Math. Model. 39, No. 3, 143--156 (2024; Zbl 07873676) Full Text: DOI
Hong, Jialin; Jin, Diancong; Sheng, Derui Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. (English) Zbl 07872157 Math. Comput. 93, No. 349, 2215-2264 (2024). MSC: 60H35 65C30 60H15 60H07 PDFBibTeX XMLCite \textit{J. Hong} et al., Math. Comput. 93, No. 349, 2215--2264 (2024; Zbl 07872157) Full Text: DOI arXiv
Gao, Xinyue; Qin, Yi; Li, Jian Optimally convergent mixed finite element methods for the time-dependent 2D/3D stochastic closed-loop geothermal system with multiplicative noise. (English) Zbl 07870805 Adv. Comput. Math. 50, No. 3, Paper No. 46, 48 p. (2024). MSC: 35Q35 35Q79 76S05 76E20 35K05 65M60 65M06 65N30 65C30 76M10 76M20 35R60 60H15 PDFBibTeX XMLCite \textit{X. Gao} et al., Adv. Comput. Math. 50, No. 3, Paper No. 46, 48 p. (2024; Zbl 07870805) Full Text: DOI
Bréhier, Charles-Edouard Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs. (English) Zbl 07870732 SIAM J. Numer. Anal. 62, No. 3, 1171-1190 (2024). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, SIAM J. Numer. Anal. 62, No. 3, 1171--1190 (2024; Zbl 07870732) Full Text: DOI
Yuan, Yihong; Luo, Danfeng Relatively exact controllability of fractional stochastic neutral system with two incommensurate constant delays. (English) Zbl 07869387 Math. Methods Appl. Sci. 47, No. 7, 6471-6488 (2024). MSC: 26A33 93B05 65C30 60J65 PDFBibTeX XMLCite \textit{Y. Yuan} and \textit{D. Luo}, Math. Methods Appl. Sci. 47, No. 7, 6471--6488 (2024; Zbl 07869387) Full Text: DOI
Xiao, Xu; Qiu, Wenlin; Nikan, Omid Numerical approximation based on deep convolutional neural network for high-dimensional fully nonlinear merged PDEs and 2BSDEs. (English) Zbl 07869373 Math. Methods Appl. Sci. 47, No. 7, 6184-6204 (2024). MSC: 65M22 60H15 65C30 68T07 PDFBibTeX XMLCite \textit{X. Xiao} et al., Math. Methods Appl. Sci. 47, No. 7, 6184--6204 (2024; Zbl 07869373) Full Text: DOI arXiv
Chen, Chuchu; Dang, Tonghe; Hong, Jialin An adaptive time-stepping fully discrete scheme for stochastic NLS equation: strong convergence and numerical asymptotics. (English) Zbl 1540.60161 Stochastic Processes Appl. 173, Article ID 104373, 24 p. (2024). MSC: 60H35 35Q55 60H15 65C30 PDFBibTeX XMLCite \textit{C. Chen} et al., Stochastic Processes Appl. 173, Article ID 104373, 24 p. (2024; Zbl 1540.60161) Full Text: DOI arXiv
Guan, Ning; Chen, Dingyu; Li, Peijun; Zhong, Xinghui A stochastic Galerkin method for the direct and inverse random source problems of the Helmholtz equation. (English) Zbl 07868357 Commun. Math. Sci. 22, No. 2, 563-581 (2024). MSC: 65C30 34A55 65L09 78A46 PDFBibTeX XMLCite \textit{N. Guan} et al., Commun. Math. Sci. 22, No. 2, 563--581 (2024; Zbl 07868357) Full Text: DOI
Mukam, Jean Daniel; Tambue, Antoine Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise. (English) Zbl 07866844 Comput. Methods Appl. Math. 24, No. 2, 467-493 (2024). MSC: 65C30 35K58 35K90 35R60 60H15 60H35 65M60 PDFBibTeX XMLCite \textit{J. D. Mukam} and \textit{A. Tambue}, Comput. Methods Appl. Math. 24, No. 2, 467--493 (2024; Zbl 07866844) Full Text: DOI
Deng, Nan; Cao, Wanrong On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise. (English) Zbl 07866515 J. Comput. Appl. Math. 445, Article ID 115801, 22 p. (2024). MSC: 65C30 65L20 PDFBibTeX XMLCite \textit{N. Deng} and \textit{W. Cao}, J. Comput. Appl. Math. 445, Article ID 115801, 22 p. (2024; Zbl 07866515) Full Text: DOI
Li, Xiaoyue; Mao, Xuerong; Song, Guoting Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term. (English) Zbl 07865987 J. Theor. Probab. 37, No. 2, 1850-1881 (2024). MSC: 65C30 34K50 PDFBibTeX XMLCite \textit{X. Li} et al., J. Theor. Probab. 37, No. 2, 1850--1881 (2024; Zbl 07865987) Full Text: DOI
Chen, Peng; Jin, Xinghu; Shen, Tian; Su, Zhonggen Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes. (English) Zbl 07865979 J. Theor. Probab. 37, No. 2, 1597-1626 (2024). MSC: 60H35 60H10 60J60 65C30 60J27 60J76 PDFBibTeX XMLCite \textit{P. Chen} et al., J. Theor. Probab. 37, No. 2, 1597--1626 (2024; Zbl 07865979) Full Text: DOI
Qin, Yifeng Approximation schemes for McKean-Vlasov and Boltzmann-type equations (error analysis in total variation distance). (English) Zbl 1540.60163 J. Theor. Probab. 37, No. 2, 1523-1596 (2024). MSC: 60H35 65C30 60H10 PDFBibTeX XMLCite \textit{Y. Qin}, J. Theor. Probab. 37, No. 2, 1523--1596 (2024; Zbl 1540.60163) Full Text: DOI arXiv
Arharas, Ihsan; Ouknine, Youssef Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies. (English) Zbl 07865962 J. Theor. Probab. 37, No. 2, 1001-1038 (2024). MSC: 60H20 60H30 65C30 PDFBibTeX XMLCite \textit{I. Arharas} and \textit{Y. Ouknine}, J. Theor. Probab. 37, No. 2, 1001--1038 (2024; Zbl 07865962) Full Text: DOI arXiv
Harbrecht, Helmut; Karnaev, Viacheslav; Schmidlin, Marc Quantifying domain uncertainty in linear elasticity. (English) Zbl 07864810 SIAM/ASA J. Uncertain. Quantif. 12, 503-523 (2024). MSC: 35R60 35J57 60H35 65C30 74B05 PDFBibTeX XMLCite \textit{H. Harbrecht} et al., SIAM/ASA J. Uncertain. Quantif. 12, 503--523 (2024; Zbl 07864810) Full Text: DOI
Pavliotis, Grigorios A.; Zanoni, Andrea A method of moments estimator for interacting particle systems and their mean field limit. (English) Zbl 07864802 SIAM/ASA J. Uncertain. Quantif. 12, 262-288 (2024). MSC: 35Q70 35Q83 35Q84 60J60 62M20 65C30 PDFBibTeX XMLCite \textit{G. A. Pavliotis} and \textit{A. Zanoni}, SIAM/ASA J. Uncertain. Quantif. 12, 262--288 (2024; Zbl 07864802) Full Text: DOI arXiv
Ganesh, M.; Kuo, Frances Y.; Sloan, Ian H. Corrigendum to: “Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media”. (English) Zbl 1540.65017 SIAM/ASA J. Uncertain. Quantif. 12, 212 (2024). MSC: 65C30 65C05 65N30 35J05 35R60 PDFBibTeX XMLCite \textit{M. Ganesh} et al., SIAM/ASA J. Uncertain. Quantif. 12, 212 (2024; Zbl 1540.65017) Full Text: DOI
Leimkuhler, Benedict J.; Paulin, Daniel; Whalley, Peter A. Contraction and convergence rates for discretized kinetic Langevin dynamics. (English) Zbl 07862224 SIAM J. Numer. Anal. 62, No. 3, 1226-1258 (2024). MSC: 65C05 65C30 65C40 PDFBibTeX XMLCite \textit{B. J. Leimkuhler} et al., SIAM J. Numer. Anal. 62, No. 3, 1226--1258 (2024; Zbl 07862224) Full Text: DOI arXiv
Guo, Qian; He, Jie; Li, Lei Convergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions. (English) Zbl 07861966 ESAIM, Math. Model. Numer. Anal. 58, No. 2, 639-671 (2024). MSC: 65C20 65C30 60H35 PDFBibTeX XMLCite \textit{Q. Guo} et al., ESAIM, Math. Model. Numer. Anal. 58, No. 2, 639--671 (2024; Zbl 07861966) Full Text: DOI arXiv
Liu, Yating Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation. (English) Zbl 07861964 ESAIM, Math. Model. Numer. Anal. 58, No. 2, 571-612 (2024). MSC: 60G65 60H15 60H35 65C30 65C35 PDFBibTeX XMLCite \textit{Y. Liu}, ESAIM, Math. Model. Numer. Anal. 58, No. 2, 571--612 (2024; Zbl 07861964) Full Text: DOI arXiv
Liu, Xing; Yang, Yumeng Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\). (English) Zbl 07861487 Commun. Nonlinear Sci. Numer. Simul. 135, Article ID 108049, 13 p. (2024). MSC: 65-XX 35R11 65M60 65L20 65C30 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Y. Yang}, Commun. Nonlinear Sci. Numer. Simul. 135, Article ID 108049, 13 p. (2024; Zbl 07861487) Full Text: DOI
Heydari, M. H.; Zhagharian, Sh.; Cattani, C. A projection method based on the piecewise Chebyshev cardinal functions for nonlinear stochastic ABC fractional integro-differential equations. (English) Zbl 07861261 Math. Methods Appl. Sci. 47, No. 6, 4530-4549 (2024). MSC: 65C30 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., Math. Methods Appl. Sci. 47, No. 6, 4530--4549 (2024; Zbl 07861261) Full Text: DOI
Pilipovic, Predrag; Samson, Adeline; Ditlevsen, Susanne Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes. (English) Zbl 1539.62258 Ann. Stat. 52, No. 2, 842-867 (2024). MSC: 62M05 62H12 60H10 62F12 60H35 65C30 PDFBibTeX XMLCite \textit{P. Pilipovic} et al., Ann. Stat. 52, No. 2, 842--867 (2024; Zbl 1539.62258) Full Text: DOI arXiv
Kamrani, Minoo; Debrabant, Kristian; Jamshidi, Nahid Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise. (English) Zbl 07860046 Int. J. Comput. Math. 101, No. 3, 357-371 (2024). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{M. Kamrani} et al., Int. J. Comput. Math. 101, No. 3, 357--371 (2024; Zbl 07860046) Full Text: DOI arXiv
Cheng, Meiyu; Zhang, Wei; Li, Rui Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching. (English) Zbl 07860043 Int. J. Comput. Math. 101, No. 3, 281-313 (2024). MSC: 65C30 65C40 PDFBibTeX XMLCite \textit{M. Cheng} et al., Int. J. Comput. Math. 101, No. 3, 281--313 (2024; Zbl 07860043) Full Text: DOI
Singh, P. K.; Saha Ray, S. A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance. (English) Zbl 1540.65026 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 19, 24 p. (2024). MSC: 65C30 60G22 65D05 41A10 41A20 PDFBibTeX XMLCite \textit{P. K. Singh} and \textit{S. Saha Ray}, Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 19, 24 p. (2024; Zbl 1540.65026) Full Text: DOI
Liao, Tiancai Dynamical complexity driven by water temperature in a size-dependent phytoplankton-zooplankton model with environmental variability. (English) Zbl 1537.92158 Chin. J. Phys., Taipei 88, 557-583 (2024). MSC: 92D40 92D25 60G10 60H30 65C30 PDFBibTeX XMLCite \textit{T. Liao}, Chin. J. Phys., Taipei 88, 557--583 (2024; Zbl 1537.92158) Full Text: DOI
Klioba, Katharina; Veraar, Mark Temporal approximation of stochastic evolution equations with irregular nonlinearities. (English) Zbl 1540.65020 J. Evol. Equ. 24, No. 2, Paper No. 43, 34 p. (2024). MSC: 65C30 60H15 60H35 65M60 PDFBibTeX XMLCite \textit{K. Klioba} and \textit{M. Veraar}, J. Evol. Equ. 24, No. 2, Paper No. 43, 34 p. (2024; Zbl 1540.65020) Full Text: DOI arXiv OA License
Boukhelkhal, Ikram; Zeghdane, Rebiha Correction to: “Lagrange interpolation polynomials for solving nonlinear stochastic integral equations”. (English) Zbl 07853022 Numer. Algorithms 96, No. 2, 619 (2024). MSC: 65-XX 60H10 60H15 65C30 37N30 60G07 PDFBibTeX XMLCite \textit{I. Boukhelkhal} and \textit{R. Zeghdane}, Numer. Algorithms 96, No. 2, 619 (2024; Zbl 07853022) Full Text: DOI
Boukhelkhal, Ikram; Zeghdane, Rebiha Lagrange interpolation polynomials for solving nonlinear stochastic integral equations. (English) Zbl 07853021 Numer. Algorithms 96, No. 2, 583-618 (2024); correction ibid. 96, No. 2, 619 (2024). MSC: 65-XX 60H10 60H15 65C30 37N30 60G07 PDFBibTeX XMLCite \textit{I. Boukhelkhal} and \textit{R. Zeghdane}, Numer. Algorithms 96, No. 2, 583--618 (2024; Zbl 07853021) Full Text: DOI
Pang, Chenxu; Wang, Xiaojie; Wu, Yue Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients. (English) Zbl 07849568 J. Complexity 83, Article ID 101842, 46 p. (2024). MSC: 60H35 37M25 65C30 PDFBibTeX XMLCite \textit{C. Pang} et al., J. Complexity 83, Article ID 101842, 46 p. (2024; Zbl 07849568) Full Text: DOI arXiv
Przybyłowicz, Paweł; Schwarz, Verena; Szölgyenyi, Michaela A higher-order approximation method for jump-diffusion SDEs with a discontinuous drift coefficient. (English) Zbl 1539.65027 J. Math. Anal. Appl. 538, No. 1, Article ID 128319, 47 p. (2024). MSC: 65C30 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{P. Przybyłowicz} et al., J. Math. Anal. Appl. 538, No. 1, Article ID 128319, 47 p. (2024; Zbl 1539.65027) Full Text: DOI arXiv
Li, Qiuqi; Liu, Chang; Li, Mengnan; Zhang, Pingwen An adaptive method based on local dynamic mode decomposition for parametric dynamical systems. (English) Zbl 07846822 Commun. Comput. Phys. 35, No. 1, 38-69 (2024). MSC: 65C30 35R60 60H35 PDFBibTeX XMLCite \textit{Q. Li} et al., Commun. Comput. Phys. 35, No. 1, 38--69 (2024; Zbl 07846822) Full Text: DOI
Ulander, Johan Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations. (English) Zbl 07845387 J. Comput. Dyn. 11, No. 3, 289-317 (2024). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{J. Ulander}, J. Comput. Dyn. 11, No. 3, 289--317 (2024; Zbl 07845387) Full Text: DOI arXiv
Dimarco, Giacomo; Pareschi, Lorenzo; Zanella, Mattia Micro-macro stochastic Galerkin methods for nonlinear Fokker-Planck equations with random inputs. (English) Zbl 1536.65007 Multiscale Model. Simul. 22, No. 1, 527-560 (2024). MSC: 65C30 35Q84 35R60 65M70 76M20 PDFBibTeX XMLCite \textit{G. Dimarco} et al., Multiscale Model. Simul. 22, No. 1, 527--560 (2024; Zbl 1536.65007) Full Text: DOI arXiv
Bayer, Christian; Ben Hammouda, Chiheb; Tempone, Raúl Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities. (English) Zbl 07843971 SIAM J. Sci. Comput. 46, No. 3, A1514-A1548 (2024). MSC: 65C05 65C30 60H10 65D30 65Y20 91G20 91G60 PDFBibTeX XMLCite \textit{C. Bayer} et al., SIAM J. Sci. Comput. 46, No. 3, A1514--A1548 (2024; Zbl 07843971) Full Text: DOI arXiv
Althaus, Konstantin; Papaioannou, Iason; Ullmann, Elisabeth Consensus-based rare event estimation. (English) Zbl 1537.65004 SIAM J. Sci. Comput. 46, No. 3, A1487-A1513 (2024). MSC: 65C30 60H10 65L06 65N21 65N30 PDFBibTeX XMLCite \textit{K. Althaus} et al., SIAM J. Sci. Comput. 46, No. 3, A1487--A1513 (2024; Zbl 1537.65004) Full Text: DOI arXiv
Kaneko, Akihiro Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains. (English) Zbl 1536.60058 Japan J. Ind. Appl. Math. 41, No. 2, 1223-1276 (2024). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{A. Kaneko}, Japan J. Ind. Appl. Math. 41, No. 2, 1223--1276 (2024; Zbl 1536.60058) Full Text: DOI arXiv
Bayraktar, Erhan; Feng, Qi; Zhang, Zhaoyu Deep signature algorithm for multidimensional path-dependent options. (English) Zbl 07842599 SIAM J. Financ. Math. 15, No. 1, 194-214 (2024). MSC: 65C30 60H35 65M75 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 15, No. 1, 194--214 (2024; Zbl 07842599) Full Text: DOI arXiv
Zhan, Weijun; Li, Yuyuan The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations. (English) Zbl 1537.65006 Adv. Comput. Math. 50, No. 3, Paper No. 30, 15 p. (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{W. Zhan} and \textit{Y. Li}, Adv. Comput. Math. 50, No. 3, Paper No. 30, 15 p. (2024; Zbl 1537.65006) Full Text: DOI
Hu, Zheyuan; Shi, Zekun; Karniadakis, George Em; Kawaguchi, Kenji Hutchinson trace estimation for high-dimensional and high-order physics-informed neural networks. (English) Zbl 1539.65024 Comput. Methods Appl. Mech. Eng. 424, Article ID 116883, 17 p. (2024). MSC: 65C30 65C05 68T07 PDFBibTeX XMLCite \textit{Z. Hu} et al., Comput. Methods Appl. Mech. Eng. 424, Article ID 116883, 17 p. (2024; Zbl 1539.65024) Full Text: DOI arXiv
Ribera Borrell, Enric; Quer, Jannes; Richter, Lorenz; Schütte, Christof Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics. (English) Zbl 1537.65005 SIAM J. Sci. Comput. 46, No. 2, S298-S323 (2024). MSC: 65C30 60H35 60J60 68T07 PDFBibTeX XMLCite \textit{E. Ribera Borrell} et al., SIAM J. Sci. Comput. 46, No. 2, S298--S323 (2024; Zbl 1537.65005) Full Text: DOI arXiv
Akyildiz, Ö. Deniz; Crisan, Dan; Miguez, Joaquin Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering. (English) Zbl 1537.65003 SIAM J. Numer. Anal. 62, No. 2, 946-973 (2024). MSC: 65C30 60H35 62F15 62M20 PDFBibTeX XMLCite \textit{Ö. D. Akyildiz} et al., SIAM J. Numer. Anal. 62, No. 2, 946--973 (2024; Zbl 1537.65003) Full Text: DOI arXiv
Lord, Gabriel; Wang, Mengchao Convergence of a exponential tamed method for a general interest rate model. (English) Zbl 07834046 Appl. Math. Comput. 467, Article ID 128503, 22 p. (2024). MSC: 60H35 60H15 65C30 PDFBibTeX XMLCite \textit{G. Lord} and \textit{M. Wang}, Appl. Math. Comput. 467, Article ID 128503, 22 p. (2024; Zbl 07834046) Full Text: DOI
D’Ambrosio, Raffaele; Di Giovacchino, Stefano Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems. (English) Zbl 07834031 Appl. Math. Comput. 467, Article ID 128488, 26 p. (2024). MSC: 65C30 65L07 60H10 PDFBibTeX XMLCite \textit{R. D'Ambrosio} and \textit{S. Di Giovacchino}, Appl. Math. Comput. 467, Article ID 128488, 26 p. (2024; Zbl 07834031) Full Text: DOI
Akiyama, Naho; Yamada, Toshihiro A weak approximation for Bismut’s formula: an algorithmic differentiation method. (English) Zbl 1540.60104 Math. Comput. Simul. 216, 386-396 (2024). MSC: 60H10 65C05 65C30 PDFBibTeX XMLCite \textit{N. Akiyama} and \textit{T. Yamada}, Math. Comput. Simul. 216, 386--396 (2024; Zbl 1540.60104) Full Text: DOI
Masti, I.; Sayevand, K. On collocation-Galerkin method and fractional B-spline functions for a class of stochastic fractional integro-differential equations. (English) Zbl 1540.65023 Math. Comput. Simul. 216, 263-287 (2024). MSC: 65C30 60H20 26A33 45R05 60H35 65R20 PDFBibTeX XMLCite \textit{I. Masti} and \textit{K. Sayevand}, Math. Comput. Simul. 216, 263--287 (2024; Zbl 1540.65023) Full Text: DOI
Cai, Yongmei; Guo, Qian; Mao, Xuerong Strong convergence of an explicit numerical approximation for \(n\)-dimensional superlinear SDEs with positive solutions. (English) Zbl 1540.60106 Math. Comput. Simul. 216, 198-212 (2024). MSC: 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{Y. Cai} et al., Math. Comput. Simul. 216, 198--212 (2024; Zbl 1540.60106) Full Text: DOI
Pulch, Roland Stochastic Galerkin method and port-Hamiltonian form for linear dynamical systems of second order. (English) Zbl 1540.65386 Math. Comput. Simul. 216, 187-197 (2024). MSC: 65M60 65C30 PDFBibTeX XMLCite \textit{R. Pulch}, Math. Comput. Simul. 216, 187--197 (2024; Zbl 1540.65386) Full Text: DOI arXiv
Bras, Pierre; Pagès, Gilles Convergence of Langevin-simulated annealing algorithms with multiplicative noise. (English) Zbl 07833095 Math. Comput. 93, No. 348, 1761-1803 (2024). MSC: 62L20 65C30 60H35 PDFBibTeX XMLCite \textit{P. Bras} and \textit{G. Pagès}, Math. Comput. 93, No. 348, 1761--1803 (2024; Zbl 07833095) Full Text: DOI arXiv
Liu, Qianqian; Wang, Lijin Lie-Poisson numerical method for a class of stochastic Lie-Poisson systems. (English) Zbl 07832931 Int. J. Numer. Anal. Model. 21, No. 1, 104-119 (2024). MSC: 60H35 60H15 65C30 60H10 65D30 PDFBibTeX XMLCite \textit{Q. Liu} and \textit{L. Wang}, Int. J. Numer. Anal. Model. 21, No. 1, 104--119 (2024; Zbl 07832931) Full Text: DOI
Zhao, Tianchen; Sun, Chuhao; Cohen, Asaf; Stokes, James; Veerapaneni, Shravan Quantum-inspired variational algorithms for partial differential equations: application to financial derivative pricing. (English) Zbl 1536.91353 Quant. Finance 24, No. 1, 1-11 (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C30 65K10 91G20 68Q12 PDFBibTeX XMLCite \textit{T. Zhao} et al., Quant. Finance 24, No. 1, 1--11 (2024; Zbl 1536.91353) Full Text: DOI arXiv
Egéa, Maxime (Non)-penalized multilevel methods for non-uniformly log-concave distributions. (English) Zbl 1536.65008 Electron. J. Probab. 29, Paper No. 40, 43 p. (2024). MSC: 65C30 37M25 PDFBibTeX XMLCite \textit{M. Egéa}, Electron. J. Probab. 29, Paper No. 40, 43 p. (2024; Zbl 1536.65008) Full Text: DOI arXiv
Jourdain, Benjamin; Menozzi, Stéphane Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise. (English) Zbl 1534.60090 Ann. Appl. Probab. 34, No. 1B, 1663-1697 (2024). MSC: 60H35 60H10 65C30 65C05 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{S. Menozzi}, Ann. Appl. Probab. 34, No. 1B, 1663--1697 (2024; Zbl 1534.60090) Full Text: DOI arXiv
Zhang, Yuhang; Song, Minghui; Liu, Mingzhu; Zhao, Bowen Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments. (English) Zbl 1536.65011 Numer. Algorithms 96, No. 1, 417-448 (2024). MSC: 65C30 60H10 60H35 34K50 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Numer. Algorithms 96, No. 1, 417--448 (2024; Zbl 1536.65011) Full Text: DOI
Tang, Yiyi; Mao, Xuerong The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients. (English) Zbl 1536.65010 J. Comput. Appl. Math. 440, Article ID 115660, 13 p. (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Tang} and \textit{X. Mao}, J. Comput. Appl. Math. 440, Article ID 115660, 13 p. (2024; Zbl 1536.65010) Full Text: DOI
Przybyłowicz, Paweł; Schwarz, Verena; Szölgyenyi, Michaela Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. (English) Zbl 07829102 J. Comput. Appl. Math. 440, Article ID 115631, 21 p. (2024). MSC: 68Q25 65C30 60H10 PDFBibTeX XMLCite \textit{P. Przybyłowicz} et al., J. Comput. Appl. Math. 440, Article ID 115631, 21 p. (2024; Zbl 07829102) Full Text: DOI arXiv OA License
Przybyłowicz, Paweł; Wu, Yue; Xie, Xinheng On approximation of solutions of stochastic delay differential equations via randomized Euler scheme. (English) Zbl 1535.65017 Appl. Numer. Math. 197, 143-163 (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{P. Przybyłowicz} et al., Appl. Numer. Math. 197, 143--163 (2024; Zbl 1535.65017) Full Text: DOI arXiv
Masullo, Fabrizio; Zanolin, Fabio; Bonet Avalos, Josep Folding domain functions (FDF): a random variable transformation technique for the non-invertible case, with applications to RDEs. (English) Zbl 1534.60075 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107948, 21 p. (2024). MSC: 60H10 34F05 60E05 60H35 65C30 PDFBibTeX XMLCite \textit{F. Masullo} et al., Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107948, 21 p. (2024; Zbl 1534.60075) Full Text: DOI arXiv