activity
20242026
most citedStrong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing 2024Show all

2 papers · 1 filter

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★ 1 cited

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients

Xiaoming Wu, Xiaojie Wang

This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version o…