in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...

In this experiment, we examined the extent to which error-driven learning may operate under implicit learning conditions. We compared error monitoring in a sequence learning task in which stimuli consisted of regular, irregular, or random sequences. Subjects were either informed (explicit condition) or not informed (implicit condition) about the existence of the sequence. For both conditions, r...

We develop an implicit discretization method for pricing European and American options when the underlying asset is driven by an infinite activity Lévy process. For processes of finite variation, quadratic convergence is obtained as the mesh and time step are refined. For infinite variation processes, better than first order accuracy is achieved. The jump component in the neighborhood of log ju...

Abstract In a real Hilbert space, let the VIP, GSVI, HVI, and CFPP denote variational inequality problem, general system of inequalities, hierarchical inequality, common fixed-point problem countable family uniformly Lipschitzian pseudocontractive mappings an asymptotically nonexpansive mapping, respectively. We design two Mann implicit composite subgradient extragradient algorithms with line-s...

This paper aims to develop a fuzzy dynamic programming approach formultiobjectivemultistage decisionmaking problems. Fuzzy dynamic programming usually convert the problems into corresponding single objective problems by an aggregate of hybrid objective values that expresses the performance of the particular stage decision. Weightassessment is an important problem arising from the evaluation of ...