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math.NA2026
Strong order one-half convergence of a coupled tamed Euler--Peano scheme for reflected stochastic differential equations with super-linearly growing coefficients
Ziheng Chen, Caiyun Hua, Meng Cai
We study strong numerical approximations for reflected stochastic differential equations in possibly unbounded convex domains with super-linearly growing drift and diffusion coeffi…
math.NA2026
Weak order one convergence of structure-preserving stochastic theta methods for stochastic differential algebraic equations with time-dependent singular matrices
Caiyuan Zhu, Ziheng Chen, Lin Chen +1
This paper studies the weak convergence order of structure-preserving stochastic theta methods for a class of index- stochastic differential algebraic equations with time-depend…
math.NA2026
Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
Ziheng Chen, Jiao Liu, Meng Cai
This paper studies the weak convergence order of the stochastic theta method for stochastic differential equations (SDEs) driven by time-changed Lévy noise under global Lipschitz a…