3 citations · 4 across the 8 of their papers we have counts for
4 papers · 1 filter
Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by -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 -table proces…
Mechanochemical feedback drives complex inertial dynamics in active solids
Siddhartha Sarkar, Biswarup Ash, Yueyang Wu +3
Active solids combine internal active driving with elasticity to realize states with nonequilibrium mechanics and autonomous motion. They are often studied in overdamped settings,…
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…
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…