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

DOI10.1186/s13662-015-0626-0zbMath1422.60122OpenAlexW2206720378WikidataQ59434259 ScholiaQ59434259MaRDI QIDQ1622708

Qingyi Zhan

Publication date: 19 November 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0626-0

zbMATH Keywords

stochastic differential equationpullbackrandom periodic solutionsforward infinite horizon stochastic integral equationsrandom romberg algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05)

Related Items (8)

Numerical methods for simulation of stochastic differential equations ⋮ Dynamical analysis in explicit continuous iteration algorithm and its applications ⋮ Numerical study of random periodic Lipschitz shadowing of stochastic differential equations ⋮ Numerical implementation of finite-time shadowing of stochastic differential equations ⋮ Numerical study on stochastic diabetes mellitus model with additive noise ⋮ Numerical implementation of finite-time shadowing of stochastic differential equations ⋮ Stochastic shadowing analysis of a class of stochastic differential equations ⋮ Numerical study on Zika epidemic early warning algorithms driven by dynamical network biomarker

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal point-wise error estimate of a compact difference scheme for the coupled Gross-Pitaevskii equations in one dimension
• Pathwise random periodic solutions of stochastic differential equations
• Numerical simulation of periodic and quasiperiodic solutions for nonautonomous Hamiltonian systems via the scheme preserving weak invariance
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise
• Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

This page was built for publication: Mean-square numerical approximations to random periodic solutions of stochastic differential equations