3 papers
math.NA2026
A diffusion time-changed stochastic SIS epidemic model: well-posedness, long-time behavior, and numerical approximation
Xiaotong Li, Huaqian Zhou, Ruchun Zuo
In this paper, we propose and analyze a diffusion time-changed susceptible-infected-susceptible (SIS) epidemic model driven by time-changed Brownian motion. We prove that the propo…
math.NA2026
Invariant measures of the stochastic theta method for stochastic differential equations with super-linearly growing coefficients
Xiaotong Li, Wei Liu, Wenjie Xiao
The stochastic theta method is proposed to approximate invariant measures of stochastic differential equations (SDEs), both of whose drift and diffusion coefficients may grow super…
math.PR2025
Explicit positivity preserving numerical method for linear stochastic volatility models driven by -stable process
Xiaotong Li, Wei Liu, Xuerong Mao +2
In this paper, we introduce a linear stochastic volatility model driven by -stable processes, which admits a unique positive solution. To preserve positivity, we modify the clas…