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20172022
most citedOptimal Strong Convergence Rate of a Backward Euler Type Scheme for the Cox--Ingersoll--Ross Model Driven by Fractional Brownian Motion

37 citations · 88 across the 9 of their papers we have counts for

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math.NA2019★ 2 cited

Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong--Zakai approximation

Chuchu Chen, Jialin Hong, Chuying Huang

We investigate the stochastic modified equation which plays an important role in the stochastic backward error analysis for explaining the mathematical mechanism of a numerical met…