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• Wong-Zakai Approximations for Stochastic Volterra Equations

  Jie Xu, Mingbo Zhang

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• Modified Split-Step Theta Method for Stochastic Differential Equations Driven by Fractional Brownian Motion

  Jingjun Zhao, Hao Zhou, Yang Xu

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• Probabilistic Numerical Approach for PDE and Its Application in the Valuation of European Options

  Dong-Sheng Wu

  2021-07-01

  33112 3608 Pages:591-600

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  18940 1857 Pages:735-754

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  35995 2842 Pages:213-244

• Discretization of Jump Stochastic Differential Equations in Terms of Multiple Stochastic Integrals

  Chunwah Li, Shengchang Wu, Xiaoqing Liu

  1998-08-02

  33061 3196 Pages:375-384

• Second-Order Methods for Solving Stochastic Differential Equations

  Jian-Feng Feng, Gong-Yan Lei, Min-Ping Qian

  2021-07-01

  33806 3650 Pages:376-387