3 papers
math.NA2026
A diffusion time-changed stochastic SIS epidemic model: well-posedness, long-time behavior, and numerical approximation
Xiaotong Li, Huaqian Zhou, Ruchun Zuo
In this paper, we propose and analyze a diffusion time-changed susceptible-infected-susceptible (SIS) epidemic model driven by time-changed Brownian motion. We prove that the propo…
math.NA2025
Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
Ruchun Zuo
An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standa…
math.NA2023
A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations
Wei Liu, Ruoxue Wu, Ruchun Zuo
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the…