Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics. (English) Zbl 07305222 J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021). MSC: 65C20 65C30 65L20 65L60 60H10 60H20 60H35 PDF BibTeX XML Cite \textit{M. Baccouch} et al., J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021; Zbl 07305222) Full Text: DOI
Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients. (English) Zbl 07305205 J. Comput. Appl. Math. 388, Article ID 113269, 25 p. (2021). MSC: 34K50 34K40 65C30 PDF BibTeX XML Cite \textit{S. Deng} et al., J. Comput. Appl. Math. 388, Article ID 113269, 25 p. (2021; Zbl 07305205) Full Text: DOI
Li, Min; Huang, Chengming; Hu, Peng; Wen, Jiao Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations. (English) Zbl 1451.65009 J. Comput. Appl. Math. 382, Article ID 113077, 13 p. (2021). MSC: 65C30 45D05 65R20 PDF BibTeX XML Cite \textit{M. Li} et al., J. Comput. Appl. Math. 382, Article ID 113077, 13 p. (2021; Zbl 1451.65009) Full Text: DOI
Deng, Chang-Song; Liu, Wei Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations. (English) Zbl 07286416 BIT 60, No. 4, 1133-1151 (2020). MSC: 60H10 65C30 60J60 PDF BibTeX XML Cite \textit{C.-S. Deng} and \textit{W. Liu}, BIT 60, No. 4, 1133--1151 (2020; Zbl 07286416) Full Text: DOI
Chen, Chuchu; Hong, Jialin; Jin, Diancong Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations. (English) Zbl 07286409 BIT 60, No. 4, 917-957 (2020). MSC: 60H10 60H35 65D30 PDF BibTeX XML Cite \textit{C. Chen} et al., BIT 60, No. 4, 917--957 (2020; Zbl 07286409) Full Text: DOI
Nouri, Kazem; Ranjbar, Hassan; Torkzadeh, Leila Solving the stochastic differential systems with modified split-step Euler-Maruyama method. (English) Zbl 07261581 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105153, 15 p. (2020). MSC: 65C30 37H10 60H10 60H35 PDF BibTeX XML Cite \textit{K. Nouri} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105153, 15 p. (2020; Zbl 07261581) Full Text: DOI
Wang, Xiaojie; Wu, Jiayi; Dong, Bozhang Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition. (English) Zbl 07235984 BIT 60, No. 3, 759-790 (2020). MSC: 60H35 60H15 65C30 PDF BibTeX XML Cite \textit{X. Wang} et al., BIT 60, No. 3, 759--790 (2020; Zbl 07235984) Full Text: DOI
Kuznetsov, Dmitriĭ Feliksovich The proof of convergence with probability 1 in the method of expansion of iterated Ito stochastic integrals based on generalized multiple Fourier series. (English) Zbl 07232965 Differ. Uravn. Protsessy Upr. 2020, No. 2, 89-117 (2020). MSC: 60 41 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2020, No. 2, 89--117 (2020; Zbl 07232965) Full Text: Link
Song, Mingzhan; Qian, Xu; Shen, Tianlong; Song, Songhe Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise. (English) Zbl 1436.35334 J. Comput. Phys. 411, Article ID 109300, 19 p. (2020). MSC: 35R60 60H15 35B06 PDF BibTeX XML Cite \textit{M. Song} et al., J. Comput. Phys. 411, Article ID 109300, 19 p. (2020; Zbl 1436.35334) Full Text: DOI
Rathinasamy, Anandaraman; Ahmadian, Davood; Nair, Priya Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies. (English) Zbl 07195343 J. Comput. Appl. Math. 377, Article ID 112890, 22 p. (2020). MSC: 65C30 65L06 34F05 60H10 PDF BibTeX XML Cite \textit{A. Rathinasamy} et al., J. Comput. Appl. Math. 377, Article ID 112890, 22 p. (2020; Zbl 07195343) Full Text: DOI
Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed The discontinuous Galerkin method for stochastic differential equations driven by additive noises. (English) Zbl 1441.65012 Appl. Numer. Math. 152, 285-309 (2020). MSC: 65C30 65L60 60H10 PDF BibTeX XML Cite \textit{M. Baccouch} et al., Appl. Numer. Math. 152, 285--309 (2020; Zbl 1441.65012) Full Text: DOI
Ren, Quanwei; Tian, Hongjiong Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps. (English) Zbl 1453.65022 Appl. Numer. Math. 150, 27-37 (2020). MSC: 65C30 60H10 60H35 65L20 PDF BibTeX XML Cite \textit{Q. Ren} and \textit{H. Tian}, Appl. Numer. Math. 150, 27--37 (2020; Zbl 1453.65022) Full Text: DOI
Chen, Ziheng; Gan, Siqing Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 1418.60097 J. Comput. Appl. Math. 363, 350-369 (2020). MSC: 60H35 65C20 65C30 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{S. Gan}, J. Comput. Appl. Math. 363, 350--369 (2020; Zbl 1418.60097) Full Text: DOI
Kuznetsov, Dmitriĭ Feliksovich Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series. (Russian. English summary) Zbl 07281260 Ufim. Mat. Zh. 11, No. 4, 50-78 (2019); translation in Ufa Math. J. 11, No. 4, 49-77 (2019). MSC: 60H05 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Ufim. Mat. Zh. 11, No. 4, 50--78 (2019; Zbl 07281260); translation in Ufa Math. J. 11, No. 4, 49--77 (2019) Full Text: DOI MNR
Nouri, Kazem; Ranjbar, Hassan; Torkzadeh, Leila Modified stochastic theta methods by ODEs solvers for stochastic differential equations. (English) Zbl 07263936 Commun. Nonlinear Sci. Numer. Simul. 68, 336-346 (2019). MSC: 60H10 41A25 93E15 PDF BibTeX XML Cite \textit{K. Nouri} et al., Commun. Nonlinear Sci. Numer. Simul. 68, 336--346 (2019; Zbl 07263936) Full Text: DOI
Peng, Wei; Zhu, Mengjiao; Wang, Wenqiang Mean square exponential stability of the split-step \(\theta\) method for a class of neutral stochastic delay integro-differential equations. (Chinese. English summary) Zbl 1449.65007 J. Numer. Methods Comput. Appl. 40, No. 4, 310-326 (2019). MSC: 65C30 65L20 34K40 34K50 45J05 PDF BibTeX XML Cite \textit{W. Peng} et al., J. Numer. Methods Comput. Appl. 40, No. 4, 310--326 (2019; Zbl 1449.65007)
Piranashvili, Zurab A.; Pogány, Tibor K. On generalized derivative sampling series expansion. (English) Zbl 07203274 Dutta, Hemen (ed.) et al., Current trends in mathematical analysis and its interdisciplinary applications. Cham: Birkhäuser (ISBN 978-3-030-15241-3/hbk; 978-3-030-15244-4/pbk; 978-3-030-15242-0/ebook). 491-519 (2019). MSC: 94A20 PDF BibTeX XML Cite \textit{Z. A. Piranashvili} and \textit{T. K. Pogány}, in: Current trends in mathematical analysis and its interdisciplinary applications. Cham: Birkhäuser. 491--519 (2019; Zbl 07203274) Full Text: DOI
Kuznetsov, D. F. A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 07139676 Comput. Math. Math. Phys. 59, No. 8, 1236-1250 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 8, 1299-1313 (2019). MSC: 65 60 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Comput. Math. Math. Phys. 59, No. 8, 1236--1250 (2019; Zbl 07139676); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 8, 1299--1313 (2019) Full Text: DOI
Liu, Linna; Mo, Haoyi; Deng, Feiqi Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability. (English) Zbl 1429.65019 Appl. Math. Comput. 353, 320-328 (2019). MSC: 65C30 34K50 45J05 60H20 PDF BibTeX XML Cite \textit{L. Liu} et al., Appl. Math. Comput. 353, 320--328 (2019; Zbl 1429.65019) Full Text: DOI
Kang, Ting; Li, Qiang; Zhang, Qimin Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps. (English) Zbl 1429.65258 Appl. Math. Comput. 353, 166-177 (2019). MSC: 65M75 60H10 60J76 PDF BibTeX XML Cite \textit{T. Kang} et al., Appl. Math. Comput. 353, 166--177 (2019; Zbl 1429.65258) Full Text: DOI
Reisinger, Christoph; Wang, Zhenru Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE. (English) Zbl 1437.65006 BIT 59, No. 4, 987-1029 (2019). MSC: 65C30 60H15 65M06 65T50 65M12 PDF BibTeX XML Cite \textit{C. Reisinger} and \textit{Z. Wang}, BIT 59, No. 4, 987--1029 (2019; Zbl 1437.65006) Full Text: DOI arXiv
Amiri, Sadegh Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems. (English) Zbl 1431.65105 Bull. Belg. Math. Soc. - Simon Stevin 26, No. 3, 431-451 (2019). MSC: 65L06 34F05 65C30 65L07 65L20 PDF BibTeX XML Cite \textit{S. Amiri}, Bull. Belg. Math. Soc. - Simon Stevin 26, No. 3, 431--451 (2019; Zbl 1431.65105) Full Text: DOI Euclid
Chen, Ziheng; Gan, Siqing; Wang, Xiaojie Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 1420.60065 Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4513-4545 (2019). MSC: 60H10 60H35 65C50 PDF BibTeX XML Cite \textit{Z. Chen} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4513--4545 (2019; Zbl 1420.60065) Full Text: DOI
Kuznetsov, D. F. On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence. (English. Russian original) Zbl 07097134 Autom. Remote Control 80, No. 5, 867-881 (2019); translation from Avtom. Telemekh. 2019, No. 5, 99-117 (2019). MSC: 65 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Autom. Remote Control 80, No. 5, 867--881 (2019; Zbl 07097134); translation from Avtom. Telemekh. 2019, No. 5, 99--117 (2019) Full Text: DOI
Komori, Yoshio; Eremin, Alexey; Burrage, Kevin S-ROCK methods for stochastic delay differential equations with one fixed delay. (English) Zbl 1417.65023 J. Comput. Appl. Math. 353, 345-354 (2019). MSC: 65C30 60H10 60H35 65L05 65L06 65L20 PDF BibTeX XML Cite \textit{Y. Komori} et al., J. Comput. Appl. Math. 353, 345--354 (2019; Zbl 1417.65023) Full Text: DOI
Li, Xiuyan; Zhang, Chiping; Ma, Qiang; Ding, Xiaohua Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems. (English) Zbl 1426.60076 Taiwanese J. Math. 23, No. 3, 703-725 (2019). MSC: 60H10 37N30 65P10 65C30 PDF BibTeX XML Cite \textit{X. Li} et al., Taiwanese J. Math. 23, No. 3, 703--725 (2019; Zbl 1426.60076) Full Text: DOI Euclid
Chen, Chuchu; Hong, Jialin; Ji, Lihai Mean-square convergence of a semidiscrete scheme for stochastic Maxwell equations. (English) Zbl 1422.60112 SIAM J. Numer. Anal. 57, No. 2, 728-750 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 35Q61 PDF BibTeX XML Cite \textit{C. Chen} et al., SIAM J. Numer. Anal. 57, No. 2, 728--750 (2019; Zbl 1422.60112) Full Text: DOI
Chen, Chuchu; Hong, Jialin; Ji, Lihai Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise. (English) Zbl 07051123 SIAM J. Numer. Anal. 57, No. 2, 702-727 (2019). MSC: 60H15 35Q61 PDF BibTeX XML Cite \textit{C. Chen} et al., SIAM J. Numer. Anal. 57, No. 2, 702--727 (2019; Zbl 07051123) Full Text: DOI arXiv
Combettes, Patrick L.; Pesquet, Jean-Christophe Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping II: mean-square and linear convergence. (English) Zbl 07047597 Math. Program. 174, No. 1-2 (B), 433-451 (2019). MSC: 47J25 46M10 65K10 90C15 PDF BibTeX XML Cite \textit{P. L. Combettes} and \textit{J.-C. Pesquet}, Math. Program. 174, No. 1--2 (B), 433--451 (2019; Zbl 07047597) Full Text: DOI
Aouicha, Lamia; Messaci, Fatiha Kernel estimation of the conditional density under a censorship model. (English) Zbl 1414.62118 Stat. Probab. Lett. 145, 173-180 (2019). MSC: 62G07 62N01 62G20 PDF BibTeX XML Cite \textit{L. Aouicha} and \textit{F. Messaci}, Stat. Probab. Lett. 145, 173--180 (2019; Zbl 1414.62118) Full Text: DOI
Lu, Yulan; Song, Minghui; Liu, Mingzhu Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments. (English) Zbl 1404.65073 Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 695-717 (2019). MSC: 65L20 65C20 60H35 PDF BibTeX XML Cite \textit{Y. Lu} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 695--717 (2019; Zbl 1404.65073) Full Text: DOI
Xie, Ying; Zhang, Chengjian A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments. (English) Zbl 06969459 Appl. Numer. Math. 135, 1-14 (2019). MSC: 65 PDF BibTeX XML Cite \textit{Y. Xie} and \textit{C. Zhang}, Appl. Numer. Math. 135, 1--14 (2019; Zbl 06969459) Full Text: DOI
Ren, Quanwei; Tian, Hongjiong Generalized two-step Maruyama methods for stochastic differential equations. (English) Zbl 1427.65009 Appl. Math. Comput. 332, 48-57 (2018). MSC: 65C30 60H35 PDF BibTeX XML Cite \textit{Q. Ren} and \textit{H. Tian}, Appl. Math. Comput. 332, 48--57 (2018; Zbl 1427.65009) Full Text: DOI
Dong, Shuai; Wu, Hua Generalized polynomial chaos and spectral method for Burgers equation with a random coefficient. (Chinese. English summary) Zbl 1438.65003 Commun. Appl. Math. Comput. 32, No. 3, 675-685 (2018). MSC: 65C30 65M70 65M12 PDF BibTeX XML Cite \textit{S. Dong} and \textit{H. Wu}, Commun. Appl. Math. Comput. 32, No. 3, 675--685 (2018; Zbl 1438.65003) Full Text: DOI
Ding, Xiaohua; Li, Xuliang; Wang, Zhenyu Conserved-quantity-preserving method for stochastic differential equations by projection technique. (English) Zbl 1438.65002 J. Nat. Sci. Heilongjiang Univ. 35, No. 5, 505-515 (2018). MSC: 65C30 PDF BibTeX XML Cite \textit{X. Ding} et al., J. Nat. Sci. Heilongjiang Univ. 35, No. 5, 505--515 (2018; Zbl 1438.65002) Full Text: DOI
Ahmed, Arif; Moinuddin, Muhammad; Al-Saggaf, Ubaid M. \(q\)-state space least mean family of algorithms. (English) Zbl 1427.93280 Circuits Syst. Signal Process. 37, No. 2, 729-751 (2018). MSC: 93E24 PDF BibTeX XML Cite \textit{A. Ahmed} et al., Circuits Syst. Signal Process. 37, No. 2, 729--751 (2018; Zbl 1427.93280) Full Text: DOI
Jiang, Yanan; Huang, Zequan; Liu, Wei Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients. (English) Zbl 1448.60122 Adv. Difference Equ. 2018, Paper No. 355, 15 p. (2018). MSC: 60H10 65C30 60H35 65L20 34F05 PDF BibTeX XML Cite \textit{Y. Jiang} et al., Adv. Difference Equ. 2018, Paper No. 355, 15 p. (2018; Zbl 1448.60122) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. Part of the journal Differentsial’nye Uravneniya i Protsessy Upravleniya 2018, No. 4 (2018). (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002 St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet. 1073 p., electronic only, open access (2018). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab (Russian). St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet (2018; Zbl 1404.60002) Full Text: Link
Li, Guangjie; Yang, Qigui Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion. (English) Zbl 1403.65033 Comput. Appl. Math. 37, No. 4, 4301-4320 (2018). MSC: 65L20 60H10 60H35 PDF BibTeX XML Cite \textit{G. Li} and \textit{Q. Yang}, Comput. Appl. Math. 37, No. 4, 4301--4320 (2018; Zbl 1403.65033) Full Text: DOI
Kuznetsov, D. F. Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 06968561 Comput. Math. Math. Phys. 58, No. 7, 1058-1070 (2018); translation from Zh. Vychisl. Mat. Mat. Fiz. 58, No. 7 (2018). MSC: 34 60 PDF BibTeX XML Full Text: DOI
Teng, Lingzhi; Zhang, Haomin Split-step \(\theta \)-method for neutral stochastic delay differential equations. (Chinese. English summary) Zbl 1413.65011 J. Nat. Sci. Heilongjiang Univ. 35, No. 1, 32-42 (2018). MSC: 65C30 65L03 65L20 34K40 60H10 PDF BibTeX XML Cite \textit{L. Teng} and \textit{H. Zhang}, J. Nat. Sci. Heilongjiang Univ. 35, No. 1, 32--42 (2018; Zbl 1413.65011) Full Text: DOI
Kuznetsov, D. F. On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence. (English. Russian original) Zbl 1400.93285 Autom. Remote Control 79, No. 7, 1240-1254 (2018); translation from Avtom. Telemekh. 2018, No. 7, 80-98 (2018). MSC: 93E03 93E25 65C30 60H10 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Autom. Remote Control 79, No. 7, 1240--1254 (2018; Zbl 1400.93285); translation from Avtom. Telemekh. 2018, No. 7, 80--98 (2018) Full Text: DOI
Nouri, Kazem; Ranjbar, Hassan; Torkzadeh, Leila Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea. (English) Zbl 1393.60063 Mediterr. J. Math. 15, No. 3, Paper No. 140, 12 p. (2018). MSC: 60H10 35D35 41A25 PDF BibTeX XML Cite \textit{K. Nouri} et al., Mediterr. J. Math. 15, No. 3, Paper No. 140, 12 p. (2018; Zbl 1393.60063) Full Text: DOI
Lan, Guangqiang Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations. (English) Zbl 1391.65021 J. Comput. Appl. Math. 340, 334-341 (2018). MSC: 65C30 65L20 PDF BibTeX XML Cite \textit{G. Lan}, J. Comput. Appl. Math. 340, 334--341 (2018; Zbl 1391.65021) Full Text: DOI
Lu, Yulan; Song, Minghui; Liu, Mingzhu Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure. (English) Zbl 1391.60166 J. Comput. Appl. Math. 340, 296-317 (2018). MSC: 60H35 65C20 65L20 PDF BibTeX XML Cite \textit{Y. Lu} et al., J. Comput. Appl. Math. 340, 296--317 (2018; Zbl 1391.60166) Full Text: DOI
Burgos, C.; Cortés, J.-C.; Villafuerte, L.; Villanueva, R. J. Solving random mean square fractional linear differential equations by generalized power series: analysis and computing. (English) Zbl 1434.60135 J. Comput. Appl. Math. 339, 94-110 (2018). MSC: 60H10 60H25 34A08 60H35 PDF BibTeX XML Cite \textit{C. Burgos} et al., J. Comput. Appl. Math. 339, 94--110 (2018; Zbl 1434.60135) Full Text: DOI
Baccouch, Mahboub A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises. (English) Zbl 1395.65070 Appl. Numer. Math. 128, 43-64 (2018). Reviewer: Vicenţiu D. Rădulescu (Craiova) MSC: 65M60 65L10 60H10 65L70 PDF BibTeX XML Cite \textit{M. Baccouch}, Appl. Numer. Math. 128, 43--64 (2018; Zbl 1395.65070) Full Text: DOI
Zong, Xiaofeng; Wu, Fuke; Xu, Guiping Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations. (English) Zbl 1382.65026 J. Comput. Appl. Math. 336, 8-29 (2018). MSC: 65C30 60H10 60H35 34F05 65L20 PDF BibTeX XML Cite \textit{X. Zong} et al., J. Comput. Appl. Math. 336, 8--29 (2018; Zbl 1382.65026) Full Text: DOI arXiv
Chevallier, Augustin; Engblom, Stefan Pathwise error bounds in multiscale variable splitting methods for spatial stochastic kinetics. (English) Zbl 1382.65013 SIAM J. Numer. Anal. 56, No. 1, 469-498 (2018). MSC: 65C20 92E20 65C40 60J22 60J27 65Y20 PDF BibTeX XML Cite \textit{A. Chevallier} and \textit{S. Engblom}, SIAM J. Numer. Anal. 56, No. 1, 469--498 (2018; Zbl 1382.65013) Full Text: DOI arXiv
Cortés, J.-C.; Navarro-Quiles, A.; Romero, J.-V.; Roselló, M.-D.; Sohaly, M. A. Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing. (English) Zbl 1381.65003 J. Comput. Appl. Math. 330, 920-936 (2018). MSC: 65C30 60H15 60H35 35R60 65M06 65M12 35K20 PDF BibTeX XML Cite \textit{J. C. Cortés} et al., J. Comput. Appl. Math. 330, 920--936 (2018; Zbl 1381.65003) Full Text: DOI
Lei, Dongxia; Zong, Xiaofeng; Hu, Junhao Two-step Maruyama schemes for nonlinear stochastic differential delay equations. (English) Zbl 1412.65006 J. Nonlinear Sci. Appl. 10, No. 10, 5245-5260 (2017). MSC: 65C30 93E15 60H35 PDF BibTeX XML Cite \textit{D. Lei} et al., J. Nonlinear Sci. Appl. 10, No. 10, 5245--5260 (2017; Zbl 1412.65006) Full Text: DOI
Rouz, Omid Farkhondeh; Ahmadian, Davood Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type. (English) Zbl 1424.65004 Comput. Methods Differ. Equ. 5, No. 3, 201-213 (2017). MSC: 65C30 34K40 34F05 65L20 60H35 PDF BibTeX XML Cite \textit{O. F. Rouz} and \textit{D. Ahmadian}, Comput. Methods Differ. Equ. 5, No. 3, 201--213 (2017; Zbl 1424.65004) Full Text: Link
Armbruster, Benjamin; Beck, Ekkehard An elementary proof of convergence to the mean-field equations for an epidemic model. (English) Zbl 1401.60172 IMA J. Appl. Math. 82, No. 1, 152-157 (2017). MSC: 60K30 92D30 34F05 PDF BibTeX XML Cite \textit{B. Armbruster} and \textit{E. Beck}, IMA J. Appl. Math. 82, No. 1, 152--157 (2017; Zbl 1401.60172) Full Text: DOI
Chen, Chuchu; Hong, Jialin; Ji, Lihai Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrödinger equation. (English) Zbl 1433.65208 IMA J. Numer. Anal. 37, No. 2, 1041-1065 (2017). MSC: 65M60 35Q41 35R60 60H35 65M75 PDF BibTeX XML Cite \textit{C. Chen} et al., IMA J. Numer. Anal. 37, No. 2, 1041--1065 (2017; Zbl 1433.65208) Full Text: DOI
Shen, Dong; Xu, Jian-Xin A framework of iterative learning control under random data dropouts: Mean square and almost sure convergence. (English) Zbl 1383.93100 Int. J. Adapt. Control Signal Process. 31, No. 12, 1825-1852 (2017). MSC: 93E35 60H10 93E03 68T05 93C05 93C55 PDF BibTeX XML Cite \textit{D. Shen} and \textit{J.-X. Xu}, Int. J. Adapt. Control Signal Process. 31, No. 12, 1825--1852 (2017; Zbl 1383.93100) Full Text: DOI
Yue, Chao Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations. (English) Zbl 1391.65025 Sci. China, Math. 60, No. 4, 735-744 (2017). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 65L20 60H10 60H35 PDF BibTeX XML Cite \textit{C. Yue}, Sci. China, Math. 60, No. 4, 735--744 (2017; Zbl 1391.65025) Full Text: DOI
Cohen, David; Dujardin, Guillaume Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. (English) Zbl 1386.65036 Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 592-613 (2017). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 65C30 35Q55 60H15 PDF BibTeX XML Cite \textit{D. Cohen} and \textit{G. Dujardin}, Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 592--613 (2017; Zbl 1386.65036) Full Text: DOI
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni A Stein deficit for the logarithmic Sobolev inequality. (English) Zbl 1381.60064 Sci. China, Math. 60, No. 7, 1163-1180 (2017). MSC: 60E15 26D10 60B10 PDF BibTeX XML Cite \textit{M. Ledoux} et al., Sci. China, Math. 60, No. 7, 1163--1180 (2017; Zbl 1381.60064) Full Text: DOI
Zhang, Qimin; Li, Xining; Yang, Li Mean-square dissipativity of two numerical methods for stochastic age-dependent population equations with jumps. (Chinese. English summary) Zbl 1399.65206 J. South China Norm. Univ., Nat. Sci. Ed. 49, No. 4, 106-110 (2017). MSC: 65M12 92D25 65M06 35R60 35Q92 PDF BibTeX XML Cite \textit{Q. Zhang} et al., J. South China Norm. Univ., Nat. Sci. Ed. 49, No. 4, 106--110 (2017; Zbl 1399.65206)
Du, Ying; Liu, Jinru Fully implicit methods for solving stochastic jump-diffusion equations. (Chinese. English summary) Zbl 1399.65010 Basic Sci. J. Text. Univ. 30, No. 2, 236-241 (2017). MSC: 65C30 PDF BibTeX XML Cite \textit{Y. Du} and \textit{J. Liu}, Basic Sci. J. Text. Univ. 30, No. 2, 236--241 (2017; Zbl 1399.65010) Full Text: DOI
Chen, Chuchu; Liu, Di Error analysis for D-leaping scheme of chemical reaction system with delay. (English) Zbl 1386.60192 Multiscale Model. Simul. 15, No. 4, 1797-1829 (2017). MSC: 60H07 65C20 65C30 PDF BibTeX XML Cite \textit{C. Chen} and \textit{D. Liu}, Multiscale Model. Simul. 15, No. 4, 1797--1829 (2017; Zbl 1386.60192) Full Text: DOI
Nozari, Erfan; Tallapragada, Pavankumar; Cortés, Jorge Differentially private average consensus: obstructions, trade-offs, and optimal algorithm design. (English) Zbl 1372.93027 Automatica 81, 221-231 (2017). MSC: 93A14 68T42 93E20 94C15 91D30 PDF BibTeX XML Cite \textit{E. Nozari} et al., Automatica 81, 221--231 (2017; Zbl 1372.93027) Full Text: DOI
Armbruster, Benjamin; Beck, Ekkehard Elementary proof of convergence to the mean-field model for the SIR process. (English) Zbl 1403.92284 J. Math. Biol. 75, No. 2, 327-339 (2017). MSC: 92D30 60J28 PDF BibTeX XML Cite \textit{B. Armbruster} and \textit{E. Beck}, J. Math. Biol. 75, No. 2, 327--339 (2017; Zbl 1403.92284) Full Text: DOI
Senosiain, M. J.; Tocino, A. Two-step strong order 1.5 schemes for stochastic differential equations. (English) Zbl 1375.65008 Numer. Algorithms 75, No. 4, 973-1003 (2017). MSC: 65C30 60H10 60H35 34F05 65L20 65L06 PDF BibTeX XML Cite \textit{M. J. Senosiain} and \textit{A. Tocino}, Numer. Algorithms 75, No. 4, 973--1003 (2017; Zbl 1375.65008) Full Text: DOI
Ableidinger, M.; Buckwar, E.; Thalhammer, A. An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium. (English) Zbl 1382.65014 J. Comput. Appl. Math. 316, 3-14 (2017). MSC: 65C30 65C05 60H10 60H35 34F05 65L20 PDF BibTeX XML Cite \textit{M. Ableidinger} et al., J. Comput. Appl. Math. 316, 3--14 (2017; Zbl 1382.65014) Full Text: DOI
El-Sayed, Ahmed M. A.; El-Gendy, M. On the maximal and minimal solutions of a stochastic differential equation. (English) Zbl 1370.34139 Electron. J. Math. Analysis Appl. 5, No. 2, 211-220 (2017). MSC: 34K50 26A33 PDF BibTeX XML Cite \textit{A. M. A. El-Sayed} and \textit{M. El-Gendy}, Electron. J. Math. Analysis Appl. 5, No. 2, 211--220 (2017; Zbl 1370.34139) Full Text: Link
Radhika, S.; Sivabalan, Arumugam Steady-state analysis of sparsity-aware affine projection sign algorithm for impulsive environment. (English) Zbl 1370.94215 Circuits Syst. Signal Process. 36, No. 5, 1934-1947 (2017). MSC: 94A12 PDF BibTeX XML Cite \textit{S. Radhika} and \textit{A. Sivabalan}, Circuits Syst. Signal Process. 36, No. 5, 1934--1947 (2017; Zbl 1370.94215) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. Part of the journal Differentsial’nye Uravneniya i Protsessy Upravleniya 2017, No. 2 (2017). (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004 St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet. 1000 p., electronic only, open access (2017). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab (Russian). St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet (2017; Zbl 1368.60004) Full Text: Link
Mora, C. M.; Mardones, H. A.; Jimenez, J. C.; Selva, M.; Biscay, Rolando A stable numerical scheme for stochastic differential equations with multiplicative noise. (English) Zbl 1369.60049 SIAM J. Numer. Anal. 55, No. 4, 1614-1649 (2017). MSC: 60H35 60H10 65C30 65C20 65C05 PDF BibTeX XML Cite \textit{C. M. Mora} et al., SIAM J. Numer. Anal. 55, No. 4, 1614--1649 (2017; Zbl 1369.60049) Full Text: DOI
Zhou, Weien; Zhang, Jingjing; Hong, Jialin; Song, Songhe Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise. (English) Zbl 1367.65015 J. Comput. Appl. Math. 325, 134-148 (2017). MSC: 65C30 60H10 60H35 65P10 34F05 65L06 37M15 37H10 PDF BibTeX XML Cite \textit{W. Zhou} et al., J. Comput. Appl. Math. 325, 134--148 (2017; Zbl 1367.65015) Full Text: DOI arXiv
Lu, Y. L.; Song, M. H.; Liu, M. Z. Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments. (English) Zbl 1376.60066 J. Comput. Appl. Math. 317, 55-71 (2017). MSC: 60H10 60H35 65L20 PDF BibTeX XML Cite \textit{Y. L. Lu} et al., J. Comput. Appl. Math. 317, 55--71 (2017; Zbl 1376.60066) Full Text: DOI
Sun, Liying; Wang, Lijin Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems. (English) Zbl 1416.65518 J. Comput. Appl. Math. 311, 439-456 (2017). MSC: 65P10 65C30 PDF BibTeX XML Cite \textit{L. Sun} and \textit{L. Wang}, J. Comput. Appl. Math. 311, 439--456 (2017; Zbl 1416.65518) Full Text: DOI
Zhang, Zhongqiang; Ma, Heping Order-preserving strong schemes for SDEs with locally Lipschitz coefficients. (English) Zbl 1354.65017 Appl. Numer. Math. 112, 1-16 (2017). MSC: 65C30 60H10 60H35 34F05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Ma}, Appl. Numer. Math. 112, 1--16 (2017; Zbl 1354.65017) Full Text: DOI arXiv
Jimenez, J. C.; Mora, C.; Selva, M. A weak local linearization scheme for stochastic differential equations with multiplicative noise. (English) Zbl 1353.65007 J. Comput. Appl. Math. 313, 202-217 (2017). MSC: 65C30 60H10 34F05 60H35 65L20 PDF BibTeX XML Cite \textit{J. C. Jimenez} et al., J. Comput. Appl. Math. 313, 202--217 (2017; Zbl 1353.65007) Full Text: DOI arXiv
Verma, K. L. On the centroidal mean Newton’s method for simple and multiple roots of nonlinear equations. (English) Zbl 1453.65103 Int. J. Comput. Sci. Math. 7, No. 2, 126-143 (2016). MSC: 65H05 PDF BibTeX XML Cite \textit{K. L. Verma}, Int. J. Comput. Sci. Math. 7, No. 2, 126--143 (2016; Zbl 1453.65103) Full Text: DOI
Zhang, Tingping; Gui, Guan Sign function based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian noise environments. (English) Zbl 07042363 Algorithms (Basel) 9, No. 3, Paper No. 54, 18 p. (2016). MSC: 94 68 PDF BibTeX XML Cite \textit{T. Zhang} and \textit{G. Gui}, Algorithms (Basel) 9, No. 3, Paper No. 54, 18 p. (2016; Zbl 07042363) Full Text: DOI
Tang, Wenjun; Zhang, Guoliang; Zeng, Jing; Xu, Jun; Yao, Erliang Parallel fusion distributed unscented information filter algorithm for sparse dynamic wireless sensor network. (Chinese. English summary) Zbl 1374.93358 Control Theory Appl. 33, No. 7, 903-914 (2016). MSC: 93E11 93E10 60G35 90B15 PDF BibTeX XML Cite \textit{W. Tang} et al., Control Theory Appl. 33, No. 7, 903--914 (2016; Zbl 1374.93358) Full Text: DOI
Lin, Hu; Qiang, Wu; Zujin, Zhang; Qingcui, Xu Numerical analysis for stochastic delay integro-differential equations. (English) Zbl 1357.60071 Int. J. Numer. Methods Appl. 15, No. 2, 93-123 (2016). MSC: 60H35 65C20 65L20 PDF BibTeX XML Cite \textit{H. Lin} et al., Int. J. Numer. Methods Appl. 15, No. 2, 93--123 (2016; Zbl 1357.60071) Full Text: DOI Link
Jiang, Fengze; Zong, Xiaofeng; Yue, Chao; Huang, Chengming Double-implicit and split two-step Milstein schemes for stochastic differential equations. (English) Zbl 1355.65013 Int. J. Comput. Math. 93, No. 12, 1987-2011 (2016). MSC: 65C30 60H35 65L20 PDF BibTeX XML Cite \textit{F. Jiang} et al., Int. J. Comput. Math. 93, No. 12, 1987--2011 (2016; Zbl 1355.65013) Full Text: DOI
Yang, Li; Zhang, Qimin Mean-square dissipativity of two numerical methods for stochastic age-dependent population equations with jumps. (Chinese. English summary) Zbl 1374.92135 Math. Pract. Theory 46, No. 11, 236-242 (2016). MSC: 92D25 65M12 PDF BibTeX XML Cite \textit{L. Yang} and \textit{Q. Zhang}, Math. Pract. Theory 46, No. 11, 236--242 (2016; Zbl 1374.92135)
Guo, Haiying; Wang, Xiaosheng; Chen, Dan A necessary and sufficient condition of convergence in mean square for uncertain sequence. (Chinese. English summary) Zbl 1363.28025 Fuzzy Syst. Math. 30, No. 1, 92-97 (2016). MSC: 28E10 28A20 PDF BibTeX XML Cite \textit{H. Guo} et al., Fuzzy Syst. Math. 30, No. 1, 92--97 (2016; Zbl 1363.28025)
Zhou, Weien; Zhang, Liying; Hong, Jialin; Song, Songhe Projection methods for stochastic differential equations with conserved quantities. (English) Zbl 1354.60081 BIT 56, No. 4, 1497-1518 (2016). MSC: 60H35 60H10 65C30 65D30 PDF BibTeX XML Cite \textit{W. Zhou} et al., BIT 56, No. 4, 1497--1518 (2016; Zbl 1354.60081) Full Text: DOI arXiv
Yuan, Kun; Ying, Bicheng; Sayed, Ali H. On the influence of momentum acceleration on online learning. (English) Zbl 1392.68372 J. Mach. Learn. Res. 17, Paper No. 192, 66 p. (2016). MSC: 68T05 65K10 90C15 PDF BibTeX XML Cite \textit{K. Yuan} et al., J. Mach. Learn. Res. 17, Paper No. 192, 66 p. (2016; Zbl 1392.68372) Full Text: Link arXiv
Zhang, Xinjing; Zhang, Qimin Mean-square dissipativity of numerical methods for a class of stochastic age-dependent populations with fractional Brownian motion and Poisson jump. (Chinese. English summary) Zbl 1363.60090 J. Ningxia Univ., Nat. Sci. Ed. 37, No. 1, 11-15, 21 (2016). MSC: 60H15 65M12 92D25 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{Q. Zhang}, J. Ningxia Univ., Nat. Sci. Ed. 37, No. 1, 11--15, 21 (2016; Zbl 1363.60090)
Yang, Hongfu; Zhang, Qimin Exponential stability of the semi-tamed Euler scheme for the stochastic age-dependent population system with Markov switching. (Chinese. English summary) Zbl 1363.65007 Chin. Ann. Math., Ser. A 37, No. 1, 71-88 (2016). MSC: 65C30 60H15 60H35 92D25 65C40 65L20 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Q. Zhang}, Chin. Ann. Math., Ser. A 37, No. 1, 71--88 (2016; Zbl 1363.65007) Full Text: DOI
Bessaih, Hakima; Razafimandimby, Paul André On the rate of convergence of the 2-D stochastic Leray-\(\alpha \) model to the 2-D stochastic Navier-Stokes equations with multiplicative noise. (English) Zbl 1346.60093 Appl. Math. Optim. 74, No. 1, 1-25 (2016). MSC: 60H15 76D05 60H35 PDF BibTeX XML Cite \textit{H. Bessaih} and \textit{P. A. Razafimandimby}, Appl. Math. Optim. 74, No. 1, 1--25 (2016; Zbl 1346.60093) Full Text: DOI arXiv
Govindan, T. E. Yosida approximations of stochastic differential equations in infinite dimensions and applications. (English) Zbl 1377.60004 Probability Theory and Stochastic Modelling 79. Cham: Springer (ISBN 978-3-319-45682-9/hbk; 978-3-319-45684-3/ebook). xix, 407 p. (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60-02 60H10 60H15 60H20 60H30 60H25 93D09 93D20 93E15 93E20 37L55 PDF BibTeX XML Cite \textit{T. E. Govindan}, Yosida approximations of stochastic differential equations in infinite dimensions and applications. Cham: Springer (2016; Zbl 1377.60004) Full Text: DOI
Chen, Chuchu; Hong, Jialin Symplectic Runge-Kutta semidiscretization for stochastic Schrödinger equation. (English) Zbl 1347.65010 SIAM J. Numer. Anal. 54, No. 4, 2569-2593 (2016). MSC: 65C30 60H15 35R60 65M12 35Q55 37H10 60H35 65M20 65P10 37M15 PDF BibTeX XML Cite \textit{C. Chen} and \textit{J. Hong}, SIAM J. Numer. Anal. 54, No. 4, 2569--2593 (2016; Zbl 1347.65010) Full Text: DOI
Baccouch, Mahboub; Johnson, Bryan A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations. (English) Zbl 1345.60066 J. Comput. Appl. Math. 308, 138-165 (2016). MSC: 60H35 60H10 65C30 65C20 65L20 65L60 PDF BibTeX XML Cite \textit{M. Baccouch} and \textit{B. Johnson}, J. Comput. Appl. Math. 308, 138--165 (2016; Zbl 1345.60066) Full Text: DOI
Chen, Chuchu; Cohen, David; Hong, Jialin Conservative methods for stochastic differential equations with a conserved quantity. (English) Zbl 1344.60066 Int. J. Numer. Anal. Model. 13, No. 3, 435-456 (2016). MSC: 60H35 60H10 65C30 65C20 65D30 PDF BibTeX XML Cite \textit{C. Chen} et al., Int. J. Numer. Anal. Model. 13, No. 3, 435--456 (2016; Zbl 1344.60066) Full Text: Link arXiv
Jiang, Yingchun; Wang, Suping; Yang, Meixiang Average sampling and reconstruction for reproducing kernel stochastic signals. (English) Zbl 1372.94382 Math. Methods Appl. Sci. 39, No. 11, 2930-2938 (2016). MSC: 94A20 60G35 PDF BibTeX XML Cite \textit{Y. Jiang} et al., Math. Methods Appl. Sci. 39, No. 11, 2930--2938 (2016; Zbl 1372.94382) Full Text: DOI
Feng, Zhi; Hu, Guoqiang; Wen, Guanghui Distributed consensus tracking for multi-agent systems under two types of attacks. (English) Zbl 1333.93007 Int. J. Robust Nonlinear Control 26, No. 5, 896-918 (2016). MSC: 93A14 68T42 93E15 93C05 60H10 PDF BibTeX XML Cite \textit{Z. Feng} et al., Int. J. Robust Nonlinear Control 26, No. 5, 896--918 (2016; Zbl 1333.93007) Full Text: DOI
Milošević, Marija The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments. (English) Zbl 1330.60075 J. Comput. Appl. Math. 298, 1-12 (2016). MSC: 60H10 PDF BibTeX XML Cite \textit{M. Milošević}, J. Comput. Appl. Math. 298, 1--12 (2016; Zbl 1330.60075) Full Text: DOI
Shen, Dong; Zhang, Wei; Wang, Youqing; Chien, Chiang-Ju On almost sure and mean square convergence of P-type ILC under randomly varying iteration lengths. (English) Zbl 1329.93091 Automatica 63, 359-365 (2016). MSC: 93C55 68T05 93E03 93C05 PDF BibTeX XML Cite \textit{D. Shen} et al., Automatica 63, 359--365 (2016; Zbl 1329.93091) Full Text: DOI
Guo, Qian; Qiu, Mingming; Mitsui, Taketomo Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations. (English) Zbl 1329.60235 J. Comput. Appl. Math. 296, 427-442 (2016). MSC: 60H35 60H10 65C30 65L03 65L20 PDF BibTeX XML Cite \textit{Q. Guo} et al., J. Comput. Appl. Math. 296, 427--442 (2016; Zbl 1329.60235) Full Text: DOI
Lee, Jungyoon; Robinson, Peter M. Series estimation under cross-sectional dependence. (English) Zbl 1419.62515 J. Econom. 190, No. 1, 1-17 (2016). MSC: 62P20 62M10 62G08 62G20 PDF BibTeX XML Cite \textit{J. Lee} and \textit{P. M. Robinson}, J. Econom. 190, No. 1, 1--17 (2016; Zbl 1419.62515) Full Text: DOI
Yin, Zhengwei; Gan, Siqing An improved Milstein method for stiff stochastic differential equations. (English) Zbl 1422.60110 Adv. Difference Equ. 2015, Paper No. 369, 16 p. (2015). MSC: 60H10 65C30 65L20 60H35 34F05 PDF BibTeX XML Cite \textit{Z. Yin} and \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 369, 16 p. (2015; Zbl 1422.60110) Full Text: DOI
Fan, Zhencheng Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems. (English) Zbl 1410.65008 Appl. Math. Comput. 263, 151-164 (2015). MSC: 65C30 34K40 34K50 60H35 PDF BibTeX XML Cite \textit{Z. Fan}, Appl. Math. Comput. 263, 151--164 (2015; Zbl 1410.65008) Full Text: DOI
Karachanskaya, E. V. A “direct” method to prove the generalized Itô-Venttsel’ formula for a generalized stochastic differential equation. (Russian, English) Zbl 1374.60103 Mat. Tr. 18, No. 1, 27-47 (2015); translation in Sib. Adv. Math. 26, No. 1, 17-29 (2016). MSC: 60H10 PDF BibTeX XML Cite \textit{E. V. Karachanskaya}, Mat. Tr. 18, No. 1, 27--47 (2015; Zbl 1374.60103); translation in Sib. Adv. Math. 26, No. 1, 17--29 (2016) Full Text: DOI
Khodabin, Morteza; Rostami, Majid Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise. (English) Zbl 1347.65013 Adv. Difference Equ. 2015, Paper No. 62, 19 p. (2015). MSC: 65C30 60H10 34F05 60H35 65L06 PDF BibTeX XML Cite \textit{M. Khodabin} and \textit{M. Rostami}, Adv. Difference Equ. 2015, Paper No. 62, 19 p. (2015; Zbl 1347.65013) Full Text: DOI