1 citations · 1 across the 3 of their papers we have counts for
3 papers
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…
math.NA2025
Discovering Dynamics with Kolmogorov Arnold Networks: Linear Multistep Method-Based Algorithms and Error Estimation
Jintao Hu, Hongjiong Tian, Qian Guo
Uncovering the underlying dynamics from observed data is a critical task in various scientific fields. Recent advances have shown that combining deep learning techniques with linea…
math.NA2022★ 1 cited
A low-rank algorithm for solving Lyapunov operator -functions within the matrix-valued exponential integrators
Dongping Li, Xiuying Zhang, Hongjiong Tian
In this work we present a low-rank algorithm for computing low-rank approximations of large-scale Lyapunov operator -functions. These computations play a crucial role in impleme…