2 papers
math.NA2024
Longtime behaviors of -Euler-Maruyama method for stochastic functional differential equations
Chuchu Chen, Tonghe Dang, Jialin Hong +1
This paper investigates longtime behaviors of the -Euler-Maruyama method for the stochastic functional differential equation with superlinearly growing coefficients. We focus on…
math.PR2023
Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations…