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Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Publisher: Elsevier Science
Year: 2013
Mean square polynomial stability of numerical solutions to a class of stochastic differential equations
Publisher: Elsevier Science
Year: 2014
Construction of some accelerated methods for solving scalar stochastic differential equations
Year: 2016
Abstract:
The purpose of this short communication is to contribute in constructing some new solvers
for strong solution of stochastic ordinary differential equations. It is derived that new methods could be
obtained ...
On viscosity solutions of path dependent PDEs
Publisher: The Institute of Mathematical Statistics
Year: 2014
[Copyright notice]
Publisher: IEEE
Year: 2014
Wysteria: A Programming Language for Generic, Mixed-Mode Multiparty Computations
Publisher: IEEE
Year: 2014
Simulation of flux-weakening control of PMSM for electrical vehicle
Publisher: IEEE
Year: 2014