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20202026
most citedNumerical Unique Ergodicity of Monotone SDEs driven by Nondegenerate Multiplicative Noise

8 citations · 9 across the 8 of their papers we have counts for

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math.NA2024

Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs

Zhihui Liu, Xiaoming Wu

We construct a family of explicit tamed Euler--Maruyama (TEM) schemes, which can preserve the same Lyapunov structure for super-linear stochastic ordinary differential equations (S…

math.NA2024★ 8 cited

Numerical Unique Ergodicity of Monotone SDEs driven by Nondegenerate Multiplicative Noise

Zhihui Liu, Zhizhou Liu

We first establish the unique ergodicity of the stochastic theta method (STM) with for monotone SODEs, without growth restriction on the coefficients, driven by non…