2 papers
math.NA2019
Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
Zhenyu Bao, Jingwen Tang, Yan Shen +1
In this paper, a general theorem on the equivalence of pth moment stability between stochastic differential delay equations (SDDEs) and their numerical methods is proved under the…
math.NA2018
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
Wei Liu, Xuerong Mao, Jingwen Tang +1
The truncated Euler-Maruyama (EM) method is proposed to approximate a class of non-autonomous stochastic differential equations (SDEs) with the Hölder continuity in the temporal va…