4 papers
On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise
Chuchu Chen, Tonghe Dang, Jialin Hong
This paper investigates the structure preservation and convergence analysis of a class of fully discrete finite difference schemes for the stochastic heat equation driven by Lévy s…
Superiority of stochastic symplectic methods via the law of iterated logarithm
Chuchu Chen, Xinyu Chen, Tonghe Dang +1
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behav…
Longtime behaviors of -Euler-Maruyama method for stochastic functional differential equations
Chuchu Chen, Tonghe Dang, Jialin Hong +1
This paper investigates longtime behaviors of the -Euler-Maruyama method for the stochastic functional differential equation with superlinearly growing coefficients. We focus on…
Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations…