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20222024
most citedAn explicit approximation for super-linear stochastic functional differential equations

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.NA2024

Longtime behaviors of -Euler-Maruyama method for stochastic functional differential equations

Chuchu Chen, Tonghe Dang, Jialin Hong +1

This paper investigates longtime behaviors of the -Euler-Maruyama method for the stochastic functional differential equation with superlinearly growing coefficients. We focus on…

math.PR2023

Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes

Chuchu Chen, Tonghe Dang, Jialin Hong +1

In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations…

math.NA2022★ 1 cited

An explicit approximation for super-linear stochastic functional differential equations

Xiaoyue Li, Xuerong Mao, Guoting Song

Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic fun…