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20112023
most citedHigher order strong approximations of semilinear stochastic wave equation with additive space-time white noise

62 citations · 166 across the 13 of their papers we have counts for

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math.NA2021★ 5 cited

Weak convergence of the backward Euler method for stochastic Cahn--Hilliard equation with additive noise

Meng Cai, Siqing Gan, Yaozhong Hu

We prove a weak rate of convergence of a fully discrete scheme for stochastic Cahn--Hilliard equation with additive noise, where the spectral Galerkin method is used in space and t…

math.NA2021★ 1 cited

First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps

Ziyi Lei, Siqing Gan, Jing Liu

For Ait-Sahalia-type interest rate model with Poisson jumps, we are interested in strong convergence of a novel time-stepping method, called transformed jump-adapted backward Euler…