İnce, Nihal; Shamilov, Aladdin An application of new method to obtain probability density function of solution of stochastic differential equations. (English) Zbl 1506.65021 Appl. Math. Nonlinear Sci. 5, No. 1, 337-348 (2020). MSC: 65C30 60H10 94A17 PDFBibTeX XMLCite \textit{N. İnce} and \textit{A. Shamilov}, Appl. Math. Nonlinear Sci. 5, No. 1, 337--348 (2020; Zbl 1506.65021) Full Text: DOI
Fukasawa, Masaaki; Obłój, Jan Efficient discretisation of stochastic differential equations. (English) Zbl 1490.60156 Stochastics 92, No. 6, 833-851 (2020). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{J. Obłój}, Stochastics 92, No. 6, 833--851 (2020; Zbl 1490.60156) Full Text: DOI arXiv
Gao, Shuaibin; Hu, Junhao Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. (English) Zbl 1486.65008 Adv. Difference Equ. 2020, Paper No. 688, 37 p. (2020). MSC: 65C30 60H35 34K50 34F05 PDFBibTeX XMLCite \textit{S. Gao} and \textit{J. Hu}, Adv. Difference Equ. 2020, Paper No. 688, 37 p. (2020; Zbl 1486.65008) Full Text: DOI
Liu, Weiguo; Jiang, Yan; Li, Zhi Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions. (English) Zbl 1484.65013 AIMS Math. 5, No. 3, 2163-2195 (2020). MSC: 65C30 60G22 60H10 PDFBibTeX XMLCite \textit{W. Liu} et al., AIMS Math. 5, No. 3, 2163--2195 (2020; Zbl 1484.65013) Full Text: DOI
Akinlar, M. A.; Inc, Mustafa; Gómez-Aguilar, J. F.; Boutarfa, B. Solutions of a disease model with fractional white noise. (English) Zbl 1489.92132 Chaos Solitons Fractals 137, Article ID 109840, 7 p. (2020). MSC: 92D30 60H05 60H10 60G15 26A33 PDFBibTeX XMLCite \textit{M. A. Akinlar} et al., Chaos Solitons Fractals 137, Article ID 109840, 7 p. (2020; Zbl 1489.92132) Full Text: DOI
Bazhenov, Valentin G.; Yakovleva, Tatyana V.; Krysko, Vadim A. Mathematical simulation of the plate-beam interaction affected by colored noise. (English) Zbl 1480.80002 Altenbach, Holm (ed.) et al., Nonlinear wave dynamics of materials and structures. Cham: Springer. Adv. Struct. Mater. 122, 69-76 (2020). MSC: 80A19 74M15 74K10 74K20 74B20 74H50 60H40 80M20 74S05 65M60 65M06 65N30 65L06 65M12 35Q79 35Q74 PDFBibTeX XMLCite \textit{V. G. Bazhenov} et al., Adv. Struct. Mater. 122, 69--76 (2020; Zbl 1480.80002) Full Text: DOI
Yu, Sihui; Liu, Weiguo Euler approximation for non-autonomous mixed stochastic differential equations in Besov norm. (English) Zbl 1488.60159 Ann. Appl. Math. 36, No. 4, 426-441 (2020). MSC: 60H10 41A25 PDFBibTeX XMLCite \textit{S. Yu} and \textit{W. Liu}, Ann. Appl. Math. 36, No. 4, 426--441 (2020; Zbl 1488.60159)
Flandoli, Franco; Grotto, Francesco; Luo, Dejun Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise. (English) Zbl 1466.60128 Theory Probab. Math. Stat. 102, 117-143 (2020). Reviewer: Eugene Postnikov (Kursk) MSC: 60H15 35Q31 35Q84 35D30 PDFBibTeX XMLCite \textit{F. Flandoli} et al., Theory Probab. Math. Stat. 102, 117--143 (2020; Zbl 1466.60128) Full Text: DOI arXiv
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro Edgeworth expansion for Euler approximation of continuous diffusion processes. (English) Zbl 1472.60097 Ann. Appl. Probab. 30, No. 4, 1971-2003 (2020). MSC: 60H10 60F05 60J60 PDFBibTeX XMLCite \textit{M. Podolskij} et al., Ann. Appl. Probab. 30, No. 4, 1971--2003 (2020; Zbl 1472.60097) Full Text: DOI arXiv Euclid
Majka, Mateusz B.; Mijatović, Aleksandar; Szpruch, Łukasz Nonasymptotic bounds for sampling algorithms without log-concavity. (English) Zbl 1466.65008 Ann. Appl. Probab. 30, No. 4, 1534-1581 (2020). MSC: 65C05 65C30 65C40 60J22 62H12 60H10 PDFBibTeX XMLCite \textit{M. B. Majka} et al., Ann. Appl. Probab. 30, No. 4, 1534--1581 (2020; Zbl 1466.65008) Full Text: DOI arXiv Euclid
Choi, Young-Pil; Jung, Jinwook Asymptotic analysis for Vlasov-Fokker-Planck/compressible Navier-Stokes equations with a density-dependent viscosity. (English) Zbl 1462.35395 Bressan, Alberto (ed.) et al., Hyperbolic problems: theory, numerics, applications. Proceedings of the 17th international conference, HYP2018, Pennsylvania State University, University Park, PA, USA, June 25–29, 2018. Springfield, MO: American Institute of Mathematical Sciences (AIMS). AIMS Ser. Appl. Math. 10, 145-163 (2020). MSC: 35Q83 35Q84 35Q30 35Q31 35B25 35B40 76T06 76N06 60J65 PDFBibTeX XMLCite \textit{Y.-P. Choi} and \textit{J. Jung}, AIMS Ser. Appl. Math. 10, 145--163 (2020; Zbl 1462.35395) Full Text: arXiv
Saraev, Aleksandr Leonidovich; Saraev, Leonid Aleksandrovich Stochastic calculation of curves dynamics of enterprise. (Russian. English summary) Zbl 1474.91239 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 343-364 (2020). MSC: 91G50 60H30 91G80 PDFBibTeX XMLCite \textit{A. L. Saraev} and \textit{L. A. Saraev}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 343--364 (2020; Zbl 1474.91239) Full Text: DOI MNR
Serfaty, Sylvia [Duerinckx, Mitia] Mean field limit for Coulomb-type flows. (English) Zbl 1475.35341 Duke Math. J. 169, No. 15, 2887-2935 (2020). Reviewer: Dmitry Pelinovsky (Hamilton) MSC: 35Q82 35Q83 82C22 82D10 81V70 60J65 76B47 35Q31 PDFBibTeX XMLCite \textit{S. Serfaty}, Duke Math. J. 169, No. 15, 2887--2935 (2020; Zbl 1475.35341) Full Text: DOI arXiv Euclid
Deng, Chang-Song; Liu, Wei Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations. (English) Zbl 1469.65028 BIT 60, No. 4, 1133-1151 (2020). MSC: 65C30 60H10 60J60 PDFBibTeX XMLCite \textit{C.-S. Deng} and \textit{W. Liu}, BIT 60, No. 4, 1133--1151 (2020; Zbl 1469.65028) Full Text: DOI arXiv
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. (English) Zbl 1454.62528 SIAM/ASA J. Uncertain. Quantif. 8, 1446-1492 (2020). MSC: 62P35 60H15 76D05 35Q31 35Q35 65C35 65C40 PDFBibTeX XMLCite \textit{C. Cotter} et al., SIAM/ASA J. Uncertain. Quantif. 8, 1446--1492 (2020; Zbl 1454.62528) Full Text: DOI arXiv
Coghi, Michele; Maurelli, Mario Regularized vortex approximation for 2D Euler equations with transport noise. (English) Zbl 1475.60114 Stoch. Dyn. 20, No. 6, Article ID 2040002, 27 p. (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60H15 60H30 60K35 35Q31 35R60 PDFBibTeX XMLCite \textit{M. Coghi} and \textit{M. Maurelli}, Stoch. Dyn. 20, No. 6, Article ID 2040002, 27 p. (2020; Zbl 1475.60114) Full Text: DOI arXiv
Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift. (English) Zbl 1451.60041 Nonlinear Anal., Model. Control 25, No. 6, 1059-1078 (2020). MSC: 60G22 60H10 60H35 91G30 PDFBibTeX XMLCite Nonlinear Anal., Model. Control 25, No. 6, 1059--1078 (2020; Zbl 1451.60041) Full Text: DOI
Nouri, Kazem; Ranjbar, Hassan; Torkzadeh, Leila Solving the stochastic differential systems with modified split-step Euler-Maruyama method. (English) Zbl 07261581 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105153, 15 p. (2020). MSC: 65C30 37H10 60H10 60H35 PDFBibTeX XMLCite \textit{K. Nouri} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105153, 15 p. (2020; Zbl 07261581) Full Text: DOI
Hynd, Ryan A trajectory map for the pressureless Euler equations. (English) Zbl 1448.35376 Trans. Am. Math. Soc. 373, No. 10, 6777-6815 (2020). MSC: 35Q31 35L04 35Q85 60B10 35D30 PDFBibTeX XMLCite \textit{R. Hynd}, Trans. Am. Math. Soc. 373, No. 10, 6777--6815 (2020; Zbl 1448.35376) Full Text: DOI arXiv
Dareiotis, Konstantinos; Gerencsér, Máté On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. (English) Zbl 1459.60144 Electron. J. Probab. 25, Paper No. 82, 18 p. (2020). MSC: 60H35 60H10 65C30 PDFBibTeX XMLCite \textit{K. Dareiotis} and \textit{M. Gerencsér}, Electron. J. Probab. 25, Paper No. 82, 18 p. (2020; Zbl 1459.60144) Full Text: DOI arXiv Euclid
Alnafisah, Yousef The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms. (English) Zbl 1463.60079 Appl. Math., Ser. B (Engl. Ed.) 35, No. 2, 166-183 (2020). MSC: 60H10 PDFBibTeX XMLCite \textit{Y. Alnafisah}, Appl. Math., Ser. B (Engl. Ed.) 35, No. 2, 166--183 (2020; Zbl 1463.60079) Full Text: DOI
Taguchi, Dai; Tanaka, Akihiro Probability density function of SDEs with unbounded and path-dependent drift coefficient. (English) Zbl 07242827 Stochastic Processes Appl. 130, No. 9, 5243-5289 (2020). MSC: 65C30 62G07 35K08 60H35 PDFBibTeX XMLCite \textit{D. Taguchi} and \textit{A. Tanaka}, Stochastic Processes Appl. 130, No. 9, 5243--5289 (2020; Zbl 07242827) Full Text: DOI arXiv
Butko, Yana A. The method of Chernoff approximation. (English) Zbl 1501.47063 Banasiak, Jacek (ed.) et al., Semigroups of operators – theory and applications. Selected papers based on the presentations at the conference, SOTA 2018, Kazimierz Dolny, Poland, September 30 – October 5, 2018. In honour of Jan Kisyński’s 85th birthday. Cham: Springer. Springer Proc. Math. Stat. 325, 19-46 (2020). MSC: 47D03 60H10 47-02 47A58 PDFBibTeX XMLCite \textit{Y. A. Butko}, Springer Proc. Math. Stat. 325, 19--46 (2020; Zbl 1501.47063) Full Text: DOI arXiv
Ngo, Hoang-Long; Taguchi, Dai Semi-implicit Euler-Maruyama approximation for noncolliding particle systems. (English) Zbl 1464.60083 Ann. Appl. Probab. 30, No. 2, 673-705 (2020). MSC: 60K35 60H35 PDFBibTeX XMLCite \textit{H.-L. Ngo} and \textit{D. Taguchi}, Ann. Appl. Probab. 30, No. 2, 673--705 (2020; Zbl 1464.60083) Full Text: DOI arXiv Euclid
Fang, Wei; Giles, Michael B. Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift. (English) Zbl 1464.60061 Ann. Appl. Probab. 30, No. 2, 526-560 (2020). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{W. Fang} and \textit{M. B. Giles}, Ann. Appl. Probab. 30, No. 2, 526--560 (2020; Zbl 1464.60061) Full Text: DOI arXiv Euclid
Hatzesberger, Simon Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error. (English) Zbl 1469.65030 J. Complexity 60, Article ID 101496, 26 p. (2020). MSC: 65C30 60H35 60H10 91G60 PDFBibTeX XMLCite \textit{S. Hatzesberger}, J. Complexity 60, Article ID 101496, 26 p. (2020; Zbl 1469.65030) Full Text: DOI arXiv
Chen, Ziheng; Gan, Siqing; Wang, Xiaojie A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations. (English) Zbl 07235996 Appl. Numer. Math. 157, 135-158 (2020). MSC: 65Cxx 37Mxx 60Hxx 34Fxx PDFBibTeX XMLCite \textit{Z. Chen} et al., Appl. Numer. Math. 157, 135--158 (2020; Zbl 07235996) Full Text: DOI arXiv
Grotto, Francesco Stationary solutions of damped stochastic 2-dimensional Euler’s equation. (English) Zbl 1447.35258 Electron. J. Probab. 25, Paper No. 69, 24 p. (2020). Reviewer: Piotr Biler (Wrocław) MSC: 35Q31 35R60 60H15 76M35 PDFBibTeX XMLCite \textit{F. Grotto}, Electron. J. Probab. 25, Paper No. 69, 24 p. (2020; Zbl 1447.35258) Full Text: DOI arXiv Euclid
Alonso-Orán, Diego; Bethencourt de León, Aythami; Holm, Darryl D.; Takao, So Modelling the climate and weather of a 2D Lagrangian-averaged Euler-Boussinesq equation with transport noise. (English) Zbl 1446.35117 J. Stat. Phys. 179, No. 5-6, 1267-1303 (2020). MSC: 35Q35 35R60 35B30 35K59 35D35 35A02 60H15 60H30 76D06 76B75 76D55 PDFBibTeX XMLCite \textit{D. Alonso-Orán} et al., J. Stat. Phys. 179, No. 5--6, 1267--1303 (2020; Zbl 1446.35117) Full Text: DOI arXiv
Qi, Ruisheng; Wang, Xiaojie Error estimates of semidiscrete and fully discrete finite element methods for the Cahn-Hilliard-cook equation. (English) Zbl 07210675 SIAM J. Numer. Anal. 58, No. 3, 1613-1653 (2020). MSC: 65C30 60H35 60H15 PDFBibTeX XMLCite \textit{R. Qi} and \textit{X. Wang}, SIAM J. Numer. Anal. 58, No. 3, 1613--1653 (2020; Zbl 07210675) Full Text: DOI arXiv
Doan, T. S.; Huong, P. T.; Kloeden, P. E.; Vu, A. M. Euler-Maruyama scheme for Caputo stochastic fractional differential equations. (English) Zbl 1455.60090 J. Comput. Appl. Math. 380, Article ID 112989, 14 p. (2020). MSC: 60H35 60H20 65C30 PDFBibTeX XMLCite \textit{T. S. Doan} et al., J. Comput. Appl. Math. 380, Article ID 112989, 14 p. (2020; Zbl 1455.60090) Full Text: DOI
Grotto, Francesco; Romito, Marco A central limit theorem for Gibbsian invariant measures of 2D Euler equations. (English) Zbl 1460.60114 Commun. Math. Phys. 376, No. 3, 2197-2228 (2020). MSC: 60K40 60F05 82C22 35Q31 PDFBibTeX XMLCite \textit{F. Grotto} and \textit{M. Romito}, Commun. Math. Phys. 376, No. 3, 2197--2228 (2020; Zbl 1460.60114) Full Text: DOI arXiv
Flandoli, Franco; Luo, Dejun Convergence of transport noise to Ornstein-Uhlenbeck for 2D Euler equations under the enstrophy measure. (English) Zbl 1440.35234 Ann. Probab. 48, No. 1, 264-295 (2020). MSC: 35Q30 35Q31 60H40 76D05 PDFBibTeX XMLCite \textit{F. Flandoli} and \textit{D. Luo}, Ann. Probab. 48, No. 1, 264--295 (2020; Zbl 1440.35234) Full Text: DOI arXiv Euclid
Cong, Yuhao; Zhan, Weijun; Guo, Qian The partially truncated Euler-Maruyama method for highly nonlinear stochastic delay differential equations with Markovian switching. (English) Zbl 07205469 Int. J. Comput. Methods 17, No. 6, Article ID 1950014, 32 p. (2020). MSC: 60H35 60J10 PDFBibTeX XMLCite \textit{Y. Cong} et al., Int. J. Comput. Methods 17, No. 6, Article ID 1950014, 32 p. (2020; Zbl 07205469) Full Text: DOI arXiv
Müller-Gronbach, Thomas; Yaroslavtseva, Larisa On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient. (English. French summary) Zbl 1494.65006 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1162-1178 (2020). Reviewer: Nikolaos Halidias (Athína) MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{T. Müller-Gronbach} and \textit{L. Yaroslavtseva}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1162--1178 (2020; Zbl 1494.65006) Full Text: DOI arXiv Euclid
Liu, Zhihui; Qiao, Zhonghua Strong approximation of monotone stochastic partial differential equations driven by white noise. (English) Zbl 1464.65148 IMA J. Numer. Anal. 40, No. 2, 1074-1093 (2020). MSC: 65M70 65M75 65M06 65N35 65M12 65M15 35B50 35B65 35K20 60H40 35R60 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{Z. Qiao}, IMA J. Numer. Anal. 40, No. 2, 1074--1093 (2020; Zbl 1464.65148) Full Text: DOI arXiv
Jentzen, Arnulf; Pušnik, Primož Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. (English) Zbl 1466.65161 IMA J. Numer. Anal. 40, No. 2, 1005-1050 (2020). MSC: 65M75 65M12 60H35 60H15 35K57 PDFBibTeX XMLCite \textit{A. Jentzen} and \textit{P. Pušnik}, IMA J. Numer. Anal. 40, No. 2, 1005--1050 (2020; Zbl 1466.65161) Full Text: DOI arXiv
Ma, Shu Fang; Gao, Jian Fang; Yang, Zhan Wen Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay. (English) Zbl 1439.65228 Methodol. Comput. Appl. Probab. 22, No. 1, 223-235 (2020). MSC: 65R20 60H20 45D05 45R05 65C30 PDFBibTeX XMLCite \textit{S. F. Ma} et al., Methodol. Comput. Appl. Probab. 22, No. 1, 223--235 (2020; Zbl 1439.65228) Full Text: DOI
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. (English) Zbl 1462.60073 Commun. Pure Appl. Anal. 19, No. 4, 2081-2100 (2020). MSC: 60H10 60J65 PDFBibTeX XMLCite \textit{W. Fei} et al., Commun. Pure Appl. Anal. 19, No. 4, 2081--2100 (2020; Zbl 1462.60073) Full Text: DOI
Lan, Guangqiang; Xia, Fang; Zhao, Mei \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations. (English) Zbl 1447.60084 Stat. Probab. Lett. 160, Article ID 108701, 10 p. (2020). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{G. Lan} et al., Stat. Probab. Lett. 160, Article ID 108701, 10 p. (2020; Zbl 1447.60084) Full Text: DOI
Zhang, Wei Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients. (English) Zbl 1498.65026 Appl. Numer. Math. 154, 17-35 (2020). MSC: 65C30 60H20 65R20 45R05 45D05 PDFBibTeX XMLCite \textit{W. Zhang}, Appl. Numer. Math. 154, 17--35 (2020; Zbl 1498.65026) Full Text: DOI
Kieu, Trung-Thuy; Luong, Duc-Trong; Ngo, Hoang-Long; Nguyen, Thu-Thuy Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient. (English) Zbl 07190897 Vietnam J. Math. 48, No. 1, 107-124 (2020). MSC: 65C30 65L20 60H10 PDFBibTeX XMLCite \textit{T.-T. Kieu} et al., Vietnam J. Math. 48, No. 1, 107--124 (2020; Zbl 07190897) Full Text: DOI
Liu, Wei; Mao, Xuerong; Tang, Jingwen; Wu, Yue Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations. (English) Zbl 1456.65007 Appl. Numer. Math. 153, 66-81 (2020). MSC: 65C30 60H10 34K50 PDFBibTeX XMLCite \textit{W. Liu} et al., Appl. Numer. Math. 153, 66--81 (2020; Zbl 1456.65007) Full Text: DOI arXiv
Protter, Philip; Qiu, Lisha; Martin, Jaime San Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients. (English) Zbl 07188050 Stochastic Processes Appl. 130, No. 4, 2296-2311 (2020). MSC: 65C30 60H15 PDFBibTeX XMLCite \textit{P. Protter} et al., Stochastic Processes Appl. 130, No. 4, 2296--2311 (2020; Zbl 07188050) Full Text: DOI arXiv
Hiderah, Kamal Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process. (English) Zbl 1434.60169 Monte Carlo Methods Appl. 26, No. 1, 33-47 (2020). MSC: 60H35 60H10 60J55 65C30 PDFBibTeX XMLCite \textit{K. Hiderah}, Monte Carlo Methods Appl. 26, No. 1, 33--47 (2020; Zbl 1434.60169) Full Text: DOI
De Gregorio, Alessandro; Garra, Roberto Alternative probabilistic representations of Barenblatt-type solutions. (English) Zbl 1435.60025 Mod. Stoch., Theory Appl. 7, No. 1, 97-112 (2020). MSC: 60K50 35C06 35K59 PDFBibTeX XMLCite \textit{A. De Gregorio} and \textit{R. Garra}, Mod. Stoch., Theory Appl. 7, No. 1, 97--112 (2020; Zbl 1435.60025) Full Text: DOI arXiv
Hong, Jialin; Huang, Chuying; Kamrani, Minoo; Wang, Xu Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion. (English) Zbl 1451.60076 Stochastic Processes Appl. 130, No. 5, 2675-2692 (2020). Reviewer: Raffaella Pavani (Milano) MSC: 60H35 60H07 PDFBibTeX XMLCite \textit{J. Hong} et al., Stochastic Processes Appl. 130, No. 5, 2675--2692 (2020; Zbl 1451.60076) Full Text: DOI arXiv
Breit, Dominic; Feireisl, Eduard; Hofmanová, Martina On solvability and ill-posedness of the compressible Euler system subject to stochastic forces. (English) Zbl 1435.35289 Anal. PDE 13, No. 2, 371-402 (2020). MSC: 35Q31 35D30 60H15 76N06 35R60 35R25 PDFBibTeX XMLCite \textit{D. Breit} et al., Anal. PDE 13, No. 2, 371--402 (2020; Zbl 1435.35289) Full Text: DOI arXiv
Olla, Stefano; Xu, Lu Equilibrium fluctuation for an anharmonic chain with boundary conditions in the Euler scaling limit. (English) Zbl 1457.60148 Nonlinearity 33, No. 4, 1466-1498 (2020). MSC: 60K35 82B05 82C22 PDFBibTeX XMLCite \textit{S. Olla} and \textit{L. Xu}, Nonlinearity 33, No. 4, 1466--1498 (2020; Zbl 1457.60148) Full Text: DOI arXiv
Bokil, V. A.; Gibson, N. L.; Nguyen, S. L.; Thomann, E. A.; Waymire, E. C. An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. (English) Zbl 1443.60059 J. Comput. Appl. Math. 368, Article ID 112545, 18 p. (2020). MSC: 60H10 60J60 65C30 PDFBibTeX XMLCite \textit{V. A. Bokil} et al., J. Comput. Appl. Math. 368, Article ID 112545, 18 p. (2020; Zbl 1443.60059) Full Text: DOI
Brehier, Charles-Edouard; Wang, Xu On parareal algorithms for semilinear parabolic stochastic PDEs. (English) Zbl 1428.60096 SIAM J. Numer. Anal. 58, No. 1, 254-278 (2020). MSC: 60H35 65M12 35R60 PDFBibTeX XMLCite \textit{C.-E. Brehier} and \textit{X. Wang}, SIAM J. Numer. Anal. 58, No. 1, 254--278 (2020; Zbl 1428.60096) Full Text: DOI arXiv
Kovács, Mihály; Larsson, Stig; Saedpanah, Fardin Mittag-Leffler Euler integrator for a stochastic fractional order equation with additive noise. (English) Zbl 1429.65018 SIAM J. Numer. Anal. 58, No. 1, 66-85 (2020). MSC: 65C30 60H15 60H35 34A08 45D05 45K05 65M12 65M60 PDFBibTeX XMLCite \textit{M. Kovács} et al., SIAM J. Numer. Anal. 58, No. 1, 66--85 (2020; Zbl 1429.65018) Full Text: DOI arXiv
Doyon, Benjamin; Myers, Jason Fluctuations in ballistic transport from Euler hydrodynamics. (English) Zbl 1434.82043 Ann. Henri Poincaré 21, No. 1, 255-302 (2020). MSC: 82C10 82C26 60F10 76D06 82C27 81T40 PDFBibTeX XMLCite \textit{B. Doyon} and \textit{J. Myers}, Ann. Henri Poincaré 21, No. 1, 255--302 (2020; Zbl 1434.82043) Full Text: DOI arXiv
Li, Min; Huang, Chengming Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. (English) Zbl 1433.65011 Appl. Math. Comput. 366, Article ID 124733, 12 p. (2020). MSC: 65C30 60H10 60H35 34K50 65L20 PDFBibTeX XMLCite \textit{M. Li} and \textit{C. Huang}, Appl. Math. Comput. 366, Article ID 124733, 12 p. (2020; Zbl 1433.65011) Full Text: DOI arXiv
Bréhier, Charles-Edouard Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs. (English) Zbl 1476.65265 J. Complexity 56, Article ID 101424, 15 p. (2020). Reviewer: Dana Černá (Liberec) MSC: 65M70 65M06 65N35 65M60 65N30 65C30 65M12 65M15 35R60 60H40 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, J. Complexity 56, Article ID 101424, 15 p. (2020; Zbl 1476.65265) Full Text: DOI arXiv
Zhang, Wei; Liang, Hui; Gao, Jianfang Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations. (English) Zbl 1524.65047 J. Comput. Appl. Math. 365, Article ID 112364, 17 p. (2020). MSC: 65C30 60H35 60H10 60H20 65L06 65L20 65R20 PDFBibTeX XMLCite \textit{W. Zhang} et al., J. Comput. Appl. Math. 365, Article ID 112364, 17 p. (2020; Zbl 1524.65047) Full Text: DOI
Chen, Ziheng; Gan, Siqing Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 1418.60097 J. Comput. Appl. Math. 363, 350-369 (2020). MSC: 60H35 65C20 65C30 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{S. Gan}, J. Comput. Appl. Math. 363, 350--369 (2020; Zbl 1418.60097) Full Text: DOI