2 papers
math.PR2025
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
Yujia Guo, Xiaojie Wang, Yue Wu
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Li…
math.NA2024
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
Yujia Guo, Xiaojie Wang, Yue Wu
The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-…