{"title":"分数阶布朗运动驱动随机微分方程的改进分步θ法","authors":"Jingjun Zhao, Hao Zhou and Yang Xu","doi":"10.4208/jcm.2301-m2022-0088","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":50225,"journal":{"name":"Journal of Computational Mathematics","volume":"83 1","pages":"0"},"PeriodicalIF":0.9000,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Modified Split-Step Theta Method for Stochastic Differential Equations Driven By Fractional Brownian Motion\",\"authors\":\"Jingjun Zhao, Hao Zhou and Yang Xu\",\"doi\":\"10.4208/jcm.2301-m2022-0088\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":50225,\"journal\":{\"name\":\"Journal of Computational Mathematics\",\"volume\":\"83 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2023-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computational Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4208/jcm.2301-m2022-0088\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4208/jcm.2301-m2022-0088","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
期刊介绍:
Journal of Computational Mathematics (JCM) is an international scientific computing journal founded by Professor Feng Kang in 1983, which is the first Chinese computational mathematics journal published in English. JCM covers all branches of modern computational mathematics such as numerical linear algebra, numerical optimization, computational geometry, numerical PDEs, and inverse problems. JCM has been sponsored by the Institute of Computational Mathematics of the Chinese Academy of Sciences.