Xiaotong Li

collaborators

2 papers

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 $I^\pm$ -stable process

Xiaotong Li, Wei Liu, Xuerong Mao +2

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

Invariant measures of the stochastic theta method for stochastic differential equations with super-linearly growing coefficients

Explicit positivity preserving numerical method for linear stochastic volatility models driven by I^±-stable process

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $I^\pm$ -stable process