- Tianxiao Wang, Jiaqin Wei:
Mean-variance portfolio selection under a non-Markovian regime-switching model. J. Comput. Appl. Math. 350: 442-455 (2019) - Qigui Yang, Guangjie Li:
Exponential stability of θ-method for stochastic differential equations in the G-framework. J. Comput. Appl. Math. 350: 195-211 (2019) - Son-Young Yi:
A lowest-order weak Galerkin method for linear elasticity. J. Comput. Appl. Math. 350: 286-298 (2019) - Chun-Hua Zhang, Xiang Wang, Xiao-Bin Tang:
Generalized AOR method for solving a class of generalized saddle point problems. J. Comput. Appl. Math. 350: 69-79 (2019) - Shaobo Zhou, Hai Jin:
Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients. J. Comput. Appl. Math. 350: 423-441 (2019)