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20182022
most citedA full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations

35 citations · 61 across the 8 of their papers we have counts for

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math.NA2018★ 13 cited

Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients

Ziheng Chen, Siqing Gan, Xiaojie Wang

This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of Lévy noise driven stochastic differential equations with…

math.NA2018★ 35 cited

A full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations

Ziheng Chen, Siqing Gan, Xiaojie Wang

We discrete the ergodic semilinear stochastic partial differential equations in space dimension with additive noise, spatially by a spectral Galerkin method and temporal…