Yue Wu

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20242026

most citedMechanochemical feedback drives complex inertial dynamics in active solids

3 citations · 4 across the 8 of their papers we have counts for

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Showing 2025 · math.PRShow all

3 papers · 2 filters

math.PR2025

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $α$ -stable Lévy Process

Jianhai Bao, Haitao Wang, Yue Wu +1

In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift driven by symmetric $α$ -table proces…

math.PR2025

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$ -stable process

Xiaotong Li, Wei Liu, Xuerong Mao +2

In this paper, we introduce a linear stochastic volatility model driven by $α$ -stable processes, which admits a unique positive solution. To preserve positivity, we modify the clas…

math.PR2025

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient

Jianhai Bao, Yue Wu

In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift. In particular, the drift is assumed…

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by α-stable Lévy Process

Explicit positivity preserving numerical method for linear stochastic volatility models driven by α-stable process

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $α$ -stable Lévy Process

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$ -stable process