Journal:Mathematics and Computers in Simulation

First Author:Zhu Jingtao

Indexed by:Journal paper

Correspondence Author:Zhao Yuying, Gan Siqing

Discipline:Natural Science

First-Level Discipline:Mathematics

Document Type:J

Volume:246

Page Number:697-726

Translation or Not:no

Pre One:Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen–Cahn Equation with Additive Noise Next One:Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients