4 papers · 1 filter
Numerical methods for nonlinear stochastic differential equations driven by subdiffusion
Qian Guo, Wei Liu, Ruchun Zuo
Stochastic differential equations (SDEs) driven by subdiffusion see great applications in anomalous transport and asset price dynamics. Trusted numerical methods are essential for…
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…
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…
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…