安徽工程大学学报2020，Vol.35Issue(1)：1-11,11.
随机方程的截断方法综述
Truncated Methods for Stochastic Equations:A Review
刘暐 1毛学荣2
作者信息
- 1. 上海师范大学 数理学院,上海 200234
- 2. 斯克莱德大学 数学与统计系,英国
- 折叠
摘要
Abstract
The truncated Euler-Maruyama (EM)method was originally proposed by Mao (2015,J.Comput. Appl.Math.).After that,plenty of works employed the idea to construct numerical approximations to differ-ent types of stochastic equations.Due to the bloom of the research in this direction,we give a thorough review of the recent development in this paper,along which we also point out some potential and challenging research.关键词
随机微分方程/超线性增长系数/截断的方法/显式方法Key words
stochastic different equations/super-linear coefficients/truncated methods/explicit methods分类
数理科学引用本文复制引用
刘暐,毛学荣..随机方程的截断方法综述[J].安徽工程大学学报,2020,35(1):1-11,11.
