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 2025Show all

2 papers · 1 filter

math.NA2025

Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs

Zhihui Liu, Xiaojie Wang, Xiaoming Wu +1

A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preser…

math.NA2025

Weak Error Estimates of Ergodic Approximations for Monotone Jump-diffusion SODEs

Zhihui Liu, Xiaoming Wu

We first derive the exponential ergodicity of the stochastic theta method (STM) with for monotone jump-diffusion stochastic ordinary differential equations (SODEs) u…