6 citations · 6 across the 2 of their papers we have counts for
4 papers · 1 filter
An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
Yingsong Jiang, Chenxu Pang, Xiaojie Wang
This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit , where the small parameter…
Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
Yingsong Jiang, Xiaojie Wang
This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain , $d \l…
Unconditionally positivity-preserving approximations of the Ait-Sahalia type model: Explicit Milstein-type schemes
Yingsong Jiang, Ruishu Liu, Xiaojie Wang +1
The present article aims to design and analyze efficient first-order strong schemes for a generalized Aït-Sahalia type model arising in mathematical finance and evolving in a posit…
Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Ait-Sahalia model
Ruishu Liu, Yulin Cao, Xiaojie Wang
The present work is devoted to strong approximations of a generalized Aït-Sahalia model arising from mathematical finance. The numerical study of the considered model faces essenti…