6 citations · 9 across the 4 of their papers we have counts for
4 papers
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
Xiaoming Wu, Xiaojie Wang
This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version o…
Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Ait-Sahalia model
Ruishu Liu, Yulin Cao, Xiaojie Wang
The present work is devoted to strong approximations of a generalized Aït-Sahalia model arising from mathematical finance. The numerical study of the considered model faces essenti…
VERITAS and HAWC observations of unidentified source LHAASO J2108+5157
Sajan Kumar, Michael Martin, Xiaojie Wang
Understanding the complete nature of Galactic sources that accelerate cosmic rays up to eV energy (Galactic PeVatrons) is still an unsolved problem in high-energy astroph…
Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients
Xiaojie Wang, Yuying Zhao, Zhongqiang Zhang
We present an error analysis of weak convergence of one-step numerical schemes for stochastic differential equations (SDEs) with super-linearly growing coefficients. Following Mils…