The optimal strong convergence rates of the truncated EM and logarithmic truncated EM methods for multi-dimensional nonlinear stochastic differential equations.
CoRR, April, 2025
A positivity preserving Milstein-type method for stochastic differential equations with positive solutions.
J. Comput. Appl. Math., 2024
A positivity-preserving truncated Euler-Maruyama method for stochastic differential equations with positive solutions: multi-dimensional case.
CoRR, 2024
Density functions for the overdamped generalized Langevin equation and its Euler-Maruyama method: smoothness and convergence.
CoRR, 2024
Singular stochastic Volterra integral equations with Mittag-Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method.
Int. J. Comput. Math., June, 2023
Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent.
Numer. Algorithms, April, 2023
Fast $$\theta $$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis.
Comput. Appl. Math., April, 2023
Error analysis of numerical methods on graded meshes for stochastic Volterra equations.
CoRR, 2023
Well-posedness and Mittag-Leffler Euler integrator for space-time fractional SPDEs with fractionally integrated additive noise.
CoRR, 2022
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case.
CoRR, 2022
Superconvergence of discontinuous Galerkin method for neutral delay differential equations.
Int. J. Comput. Math., 2021
A note on Euler method for the overdamped generalized Langevin equation with fractional noise.
Appl. Math. Lett., 2021
Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations.
J. Comput. Appl. Math., 2019
Testing for central symmetry and inference of the unknown center.
Comput. Stat. Data Anal., 2018