Corrigendum to: Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/100797886 ◽

2011 ◽

Vol 49 (4) ◽

pp. 1397-1416 ◽

Cited By ~ 4

Author(s):

Andrei Yevik ◽

Huaizhong Zhao

Keyword(s):

Differential Equations ◽

Stationary Solutions ◽

Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

IMA Journal of Numerical Analysis ◽

10.1093/imanum/dry015 ◽

2018 ◽

Vol 39 (2) ◽

pp. 847-892 ◽

Cited By ~ 9

Author(s):

Xiaoyue Li ◽

Xuerong Mao ◽

George Yin

Keyword(s):

Differential Equations ◽

On Numerical Approximations of Forward-Backward Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/06067393x ◽

2008 ◽

Vol 46 (5) ◽

pp. 2636-2661 ◽

Cited By ~ 31

Author(s):

Jin Ma ◽

Jie Shen ◽

Yanhong Zhao

Keyword(s):

Differential Equations ◽

Backward Stochastic Differential Equations ◽

Mean-square numerical approximations to random periodic solutions of stochastic differential equations

Advances in Difference Equations ◽

10.1186/s13662-015-0626-0 ◽

2015 ◽

Vol 2015 (1) ◽

Cited By ~ 5

Author(s):

Qingyi Zhan

Keyword(s):

Differential Equations ◽

Periodic Solutions ◽

Mean Square ◽

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Memoirs of the American Mathematical Society ◽

10.1090/memo/1112 ◽

2015 ◽

Vol 236 (1112) ◽

pp. 0-0 ◽

Cited By ~ 13

Author(s):

Martin Hutzenthaler ◽

Arnulf Jentzen

Keyword(s):

Differential Equations ◽

Numerical Approximations ◽

Lipschitz Continuous

On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations

Journal of Scientific Computing ◽

10.1007/s10915-018-00903-0 ◽

2019 ◽

Vol 79 (3) ◽

pp. 1534-1571 ◽

Cited By ~ 8

Author(s):

Weinan E ◽

Martin Hutzenthaler ◽

Arnulf Jentzen ◽

Thomas Kruse

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Backward Stochastic Differential Equations ◽

High Dimensional ◽

Parabolic Partial Differential Equations ◽

Numerical Approximations ◽

Partial Differential ◽

Nonlinear Parabolic

Mean-square convergence of numerical approximations for a class of backward stochastic differential equations

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2013.18.2051 ◽

2013 ◽

Vol 18 (8) ◽

pp. 2051-2067

Author(s):

Chuchu Chen ◽

◽

Jialin Hong

Keyword(s):

Differential Equations ◽

Backward Stochastic Differential Equations ◽

Mean Square ◽

Numerical Approximations ◽

Mean Square Convergence

Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Power Law

Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals