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15篇 您的检索式:作者名="CAO WANRONG"
    题名 作者 年代 出处 被引量
1MS-Stability of the Euler-Maruyama Method for Stochastic Differential Delay Equations显示文摘CAO Wanrong LIU Mingzhu FAN Zhencheng 2004Applied Mathematics and Computation2004,159,:1
2Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation 显示文摘Liu Mingzhu Cao Wanrong Fan Zhencheng 2004Journal of Computational and Applied Mathematics2004,170,:1
3MS-stability of the Euler-Maruyama method for stochastic differential dalay equations显示文摘Cao Wanrong Liu Mingzhu Fan Zhencheng 2004Appl Math Comput2004,159,:1
4MS-stability of the Euler-Maruyama method for stochastic differential delay equations显示文摘Cao Wanrong Liu Mingzhu Fan Zhencheng 2004Applied Mathematics and Computation2004,159,:1
5T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise显示文摘Cao Wanrong 2010Appl Math Comput2010,216,:1
6Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation显示文摘Liu Mingzhu Cao Wanrong Fan Zhencheng 2004J Comput Appl Math2004,170,:1
7Convergence and stability of the semi implicit Euler method for a linear stochastic differential delay equation显示文摘Liu Mingzhu Cao Wanrong Fan Zhencheng 2004Journal of Computational and Applied Mathematics2004,170,2:1
8MS-stability of the Euler-Maruyama method for stochas- tic differential delay equations显示文摘CAO Wanrong LIU Mingzhu FAN Zhencheng 2004Applied Mathematics and Computation2004,159,:1
9Existence and Uniqueness of the Solutions and Convergence ofSemi-implicit Euler Methods for Stochastic Pantograph Equations 显示文摘FAN Zhencheng LIU Mingzhu CAO Wanrong 2007J Math Anal Appl2007,325,2:1
10MS-stability of the Euler-Maruyama method for stochastic differential delay equations显示文摘Wanrong Cao Mingzhu Liu Zhencheng Fan 2004Applied Mathematics and Computation2004,159,:1
11Convergence and stability of the semi - implicit Euler method for a linear stochastic differential delay equation显示文摘Liu M Z Cao Wanrong Cheng Fanzhen 2004J Corn App Math2004,170,:1
12MS - stability of the Euler - Maruyama method for stochastic differential delay equations 显示文摘CAO WANRONG LIU MINGZHU FAN ZhENCHENG 2004Applied Mathematics and Computation2004,159,:1
13Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation显示文摘Liu Mingzhu Cao Wanrong Fan Zhencheng 2004J Comp Appl Math2004,170,:1
14Ms-stability of euler-maruyama method for stochastic differential delay equations显示文摘CAO Wanrong LIU Mingzhu 2004Applied Mathematics and Computation2004,159,:1
15Simulations of Two-Step Maruyama Methods for Nonlinear Stochastic Delay Differential Equations显示文摘In this paper,we investigate the numerical performance of a family of P-stable two-step Maruyama schemes in mean-square sense for stochastic differential equations with time delay proposed in[8,10]for a certain class of nonlinear stochastic delay differential equations with multiplicative white noises.We also test the convergence of one of the schemes for a time-delayed Burgers’equation with an additive white noise.Numerical results show that this family of two-step Maruyama methods exhibit similar stability for nonlinear equations as that for linear equations.Wanrong Cao Zhongqiang Zhang 2012Advances in Applied Mathematics and Mechanics2012,4,6:0
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