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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 random periodic solution of stochastic differential equations under non-globally Lipschitz conditions
Ziheng Chen, Liangmin Cao, Lin Chen
This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the ex…