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Two-sided error estimates for the stochastic theta method
1. | Department of Mathematics, Bielefeld University, P.O. Box 100131, 33501 Bielefeld, Germany |
[1] |
Weidong Zhao, Jinlei Wang, Shige Peng. Error estimates of the $\theta$-scheme for backward stochastic differential equations. Discrete and Continuous Dynamical Systems - B, 2009, 12 (4) : 905-924. doi: 10.3934/dcdsb.2009.12.905 |
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Luis Barreira, Davor Dragičević, Claudia Valls. From one-sided dichotomies to two-sided dichotomies. Discrete and Continuous Dynamical Systems, 2015, 35 (7) : 2817-2844. doi: 10.3934/dcds.2015.35.2817 |
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Jan-Cornelius Molnar. On two-sided estimates for the nonlinear Fourier transform of KdV. Discrete and Continuous Dynamical Systems, 2016, 36 (6) : 3339-3356. doi: 10.3934/dcds.2016.36.3339 |
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Yulan Lu, Minghui Song, Mingzhu Liu. Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments. Discrete and Continuous Dynamical Systems - B, 2019, 24 (2) : 695-717. doi: 10.3934/dcdsb.2018203 |
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Kai Li, Yan Li, Jing Liu, Nenggui Zhao. Two-sided vertical competition considering product quality in a manufacturing-remanufacturing system. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021187 |
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JaEun Ku. Maximum norm error estimates for Div least-squares method for Darcy flows. Discrete and Continuous Dynamical Systems, 2010, 26 (4) : 1305-1318. doi: 10.3934/dcds.2010.26.1305 |
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Donghui Yang, Jie Zhong. Optimal actuator location of the minimum norm controls for stochastic heat equations. Mathematical Control and Related Fields, 2018, 8 (3&4) : 1081-1095. doi: 10.3934/mcrf.2018046 |
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G. Deugoué, B. Jidjou Moghomye, T. Tachim Medjo. Approximation of a stochastic two-phase flow model by a splitting-up method. Communications on Pure and Applied Analysis, 2021, 20 (3) : 1135-1170. doi: 10.3934/cpaa.2021010 |
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Qiang Du, Manlin Li. On the stochastic immersed boundary method with an implicit interface formulation. Discrete and Continuous Dynamical Systems - B, 2011, 15 (2) : 373-389. doi: 10.3934/dcdsb.2011.15.373 |
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Miljana Jovanović, Vuk Vujović. Stability of stochastic heroin model with two distributed delays. Discrete and Continuous Dynamical Systems - B, 2020, 25 (7) : 2407-2432. doi: 10.3934/dcdsb.2020016 |
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Litan Yan, Xiuwei Yin. Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Discrete and Continuous Dynamical Systems - B, 2019, 24 (2) : 615-635. doi: 10.3934/dcdsb.2018199 |
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Zhipeng Yang, Xuejian Li, Xiaoming He, Ju Ming. A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model. Discrete and Continuous Dynamical Systems - S, 2022, 15 (4) : 893-912. doi: 10.3934/dcdss.2021104 |
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