Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

被引：0

作者：

Ying Xie ^{[1
,2
]}

Chengjian Zhang ^{[1
,3
]}

机构：

[1] School of Mathematics and Statistics, Huazhong University of Science and Technology

[2] School of Mathematics and Economics, Hubei University of Education

[3] Hubei Key Laboratory of Engineering Modeling and Scientific Computing,Huazhong University of Science and Technology

来源：

ScienceChina(Mathematics) | 2020年 / 63卷 / 12期

基金：

中国国家自然科学基金;

关键词：

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

<正>

引用

页码：2573 / 2594

页数：22

共 19 条

[1] Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments
Ying Xie
Chengjian Zhang
Science China Mathematics, 2020, 63 : 2573 - 2594
[2] Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments
Xie, Ying
Zhang, Chengjian
SCIENCE CHINA-MATHEMATICS, 2020, 63 (12) : 2573 - 2594
[3] Convergence of the compensated split-step θ-method for nonlinear jump-diffusion systems
Jianguo Tan
Weiwei Men
Advances in Difference Equations, 2017
[4] Convergence of the compensated split-step θ-method for nonlinear jump-diffusion systems
Tan, Jianguo
Men, Weiwei
ADVANCES IN DIFFERENCE EQUATIONS, 2017,
[5] A class of split-step balanced methods for stiff stochastic differential equations
Haghighi, Amir
Hosseini, S. Mohammad
NUMERICAL ALGORITHMS, 2012, 61 (01) : 141 - 162
[6] Split-step backward balanced Milstein methods for stiff stochastic systems
Wang, Peng
Liu, Zhenxin
APPLIED NUMERICAL MATHEMATICS, 2009, 59 (06) : 1198 - 1213
[7] A class of split-step balanced methods for stiff stochastic differential equations
Amir Haghighi
S. Mohammad Hosseini
Numerical Algorithms, 2012, 61 : 141 - 162
[8] Split-step balanced θ-method for SDEs with non-globally Lipschitz continuous coefficients
Liu, Yufen
Cao, Wanrong
Li, Yuelin
APPLIED MATHEMATICS AND COMPUTATION, 2022, 413
[9] Split-step double balanced approximation methods for stiff stochastic differential equations
Haghighi, Amir
Rossler, Andreas
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019, 96 (05) : 1030 - 1047
[10] General Modified Split-Step Balanced Methods for Stiff Stochastic Differential Equations
殷政伟
甘四清
李荣德
JournalofDonghuaUniversity(EnglishEdition), 2013, 30 (03) : 189 - 196

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