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Twosided error estimates for the stochastic theta method
1.  Department of Mathematics, Bielefeld University, P.O. Box 100131, 33501 Bielefeld, Germany 
[1] 
Luis Barreira, Davor Dragičević, Claudia Valls. From onesided dichotomies to twosided dichotomies. Discrete & Continuous Dynamical Systems, 2015, 35 (7) : 28172844. doi: 10.3934/dcds.2015.35.2817 
[2] 
Weidong Zhao, Jinlei Wang, Shige Peng. Error estimates of the $\theta$scheme for backward stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2009, 12 (4) : 905924. doi: 10.3934/dcdsb.2009.12.905 
[3] 
JanCornelius Molnar. On twosided estimates for the nonlinear Fourier transform of KdV. Discrete & Continuous Dynamical Systems, 2016, 36 (6) : 33393356. doi: 10.3934/dcds.2016.36.3339 
[4] 
Jihoon Lee, Ngocthach Nguyen. Flows with the weak twosided limit shadowing property. Discrete & Continuous Dynamical Systems, 2021, 41 (9) : 43754395. doi: 10.3934/dcds.2021040 
[5] 
Yulan Lu, Minghui Song, Mingzhu Liu. Convergence rate and stability of the splitstep theta method for stochastic differential equations with piecewise continuous arguments. Discrete & Continuous Dynamical Systems  B, 2019, 24 (2) : 695717. doi: 10.3934/dcdsb.2018203 
[6] 
Weidong Zhao, Yang Li, Guannan Zhang. A generalized $\theta$scheme for solving backward stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2012, 17 (5) : 15851603. doi: 10.3934/dcdsb.2012.17.1585 
[7] 
Donghui Yang, Jie Zhong. Optimal actuator location of the minimum norm controls for stochastic heat equations. Mathematical Control & Related Fields, 2018, 8 (3&4) : 10811095. doi: 10.3934/mcrf.2018046 
[8] 
JaEun Ku. Maximum norm error estimates for Div leastsquares method for Darcy flows. Discrete & Continuous Dynamical Systems, 2010, 26 (4) : 13051318. doi: 10.3934/dcds.2010.26.1305 
[9] 
Libin Mou, Jiongmin Yong. Twoperson zerosum linear quadratic stochastic differential games by a Hilbert space method. Journal of Industrial & Management Optimization, 2006, 2 (1) : 95117. doi: 10.3934/jimo.2006.2.95 
[10] 
G. Deugoué, B. Jidjou Moghomye, T. Tachim Medjo. Approximation of a stochastic twophase flow model by a splittingup method. Communications on Pure & Applied Analysis, 2021, 20 (3) : 11351170. doi: 10.3934/cpaa.2021010 
[11] 
Orazio Muscato, Wolfgang Wagner. A stochastic algorithm without time discretization error for the Wigner equation. Kinetic & Related Models, 2019, 12 (1) : 5977. doi: 10.3934/krm.2019003 
[12] 
Daoyi Xu, Weisong Zhou. Existenceuniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients. Discrete & Continuous Dynamical Systems, 2017, 37 (4) : 21612180. doi: 10.3934/dcds.2017093 
[13] 
Can Huang, Zhimin Zhang. The spectral collocation method for stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2013, 18 (3) : 667679. doi: 10.3934/dcdsb.2013.18.667 
[14] 
Qiang Du, Manlin Li. On the stochastic immersed boundary method with an implicit interface formulation. Discrete & Continuous Dynamical Systems  B, 2011, 15 (2) : 373389. doi: 10.3934/dcdsb.2011.15.373 
[15] 
Miljana Jovanović, Vuk Vujović. Stability of stochastic heroin model with two distributed delays. Discrete & Continuous Dynamical Systems  B, 2020, 25 (7) : 24072432. doi: 10.3934/dcdsb.2020016 
[16] 
Litan Yan, Xiuwei Yin. Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2019, 24 (2) : 615635. doi: 10.3934/dcdsb.2018199 
[17] 
Zhipeng Yang, Xuejian Li, Xiaoming He, Ju Ming. A stochastic collocation method based on sparse grids for a stochastic StokesDarcy model. Discrete & Continuous Dynamical Systems  S, 2021 doi: 10.3934/dcdss.2021104 
[18] 
Xiaojun Chen, Guihua Lin. CVaRbased formulation and approximation method for stochastic variational inequalities. Numerical Algebra, Control & Optimization, 2011, 1 (1) : 3548. doi: 10.3934/naco.2011.1.35 
[19] 
Weiyin Fei, Liangjian Hu, Xuerong Mao, Dengfeng Xia. Advances in the truncated Euler–Maruyama method for stochastic differential delay equations. Communications on Pure & Applied Analysis, 2020, 19 (4) : 20812100. doi: 10.3934/cpaa.2020092 
[20] 
Qi Lü, Xu Zhang. Transposition method for backward stochastic evolution equations revisited, and its application. Mathematical Control & Related Fields, 2015, 5 (3) : 529555. doi: 10.3934/mcrf.2015.5.529 
2020 Impact Factor: 1.327
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