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math.PR2025
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
Yujia Guo, Xiaojie Wang, Yue Wu
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Li…
math.PR2023
Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs
Yujia Guo, Xiaojie Wang, Yue Wu
In this paper, we revisit the backward Euler method for numerical approximations of random periodic solutions of semilinear SDEs with additive noise. Improved -estimates of…