3 papers
math.NA2026
Two-sided estimates of Lyapunov exponents for Milstein schemes of non-autonomous stochastic differential equations
Vu Thi Hue, Bao Quoc Tang, Do Duc Thuan
The stabilising effect of multiplicative noise for stochastic differential equations, though counterintuitive, has been observed and investigated extensively in last decades. In pr…
math.PR2026
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
Vu Thi Hue, Ngoc Khue Tran, Hoang-Long Ngo
We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.
math.PR2025
Sharp estimates for Lyapunov exponents of Milstein approximation of stochastic differential systems
Vu Thi Hue
The Milstein approximation with step size of the solution to a two-by-two system of linear stochastic differential equations is considered. It is proved that when…