3 papers
math.ST2020
Design admissibility and de la Garza phenomenon in multi-factor experiments
Holger Dette, Xin Liu, Rong-Xian Yue
The determination of an optimal design for a given regression problem is an intricate optimization problem, especially for models with multivariate predictors. Design admissibility…
math.NA2017
The truncated milstein method for stochastic differential equations
Qian Guo, Wei Liu, Xuerong Mao +1
Inspired by the truncated Euler-Maruyama method developed in Mao (J. Comput. Appl. Math. 2015), we propose the truncated Milstein method in this paper. The strong convergence rate…
math.NA2017
The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations
Qian Guo, Xuerong Mao, Rongxian Yue
The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Khasminskii-type condition were discussed by Mao [15], and the theory there showed…