Dr Chunrong Feng chunrong.feng@durham.ac.uk
Professor
Numerical approximation of random periodic solutions of stochastic differential equations
Feng, Chunrong; Liu, Yu; Zhao, Huaizhong
Authors
Yu Liu
Professor Huaizhong Zhao huaizhong.zhao@durham.ac.uk
Professor
Citation
Feng, C., Liu, Y., & Zhao, H. (2017). Numerical approximation of random periodic solutions of stochastic differential equations. Zeitschrift für angewandte Mathematik und Physik, 68(5), https://doi.org/10.1007/s00033-017-0868-7
| Journal Article Type | Article |
|---|---|
| Publication Date | 2017 |
| Deposit Date | Jan 4, 2021 |
| Journal | Zeitschrift für angewandte Mathematik und Physik |
| Print ISSN | 0044-2275 |
| Electronic ISSN | 1420-9039 |
| Publisher | Birkhäuser Verlag |
| Peer Reviewed | Peer Reviewed |
| Volume | 68 |
| Issue | 5 |
| DOI | https://doi.org/10.1007/s00033-017-0868-7 |
| Public URL | https://durham-repository.worktribe.com/output/1254660 |
You might also like
Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
(2023)
Journal Article
Local Time Rough Path for Lévy Processes
(2010)
Journal Article
Two-parameter p, q-variation Paths and Integrations of Local Times
(2006)
Journal Article
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
(2007)
Journal Article
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2025
Advanced Search