3 papers
math.NA2025
1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
Shuai Wang, Yuanling Niu, Ying Zhang
This paper investigates the strong convergence properties of two Euler-type methods for a class of time-changed stochastic differential equations (TCSDEs) with super-linearly growi…
math.NA2024
Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
Jingjing Cai, Ziheng Chen, Yuanling Niu
This work focuses on the numerical approximations of neutral stochastic delay differential equations with their drift and diffusion coefficients growing super-linearly with respect…
math.NA2024
Stochastic theta methods for free stochastic differential equations
Yuanling Niu, Jiaxin Wei, Zhi Yin +1
We introduce free probability analogues of the stochastic theta methods for free stochastic differential equations in this work. Assume that the drift coefficient of the free stoch…