Jingwei Chen

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math.PR2025

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations

Jingwei Chen, Jun Ye, Jinwen Chen +1

We propose the first $I^\pm$ -parameterized framework for solving time-changed stochastic differential equations (TCSDEs), explicitly linking convergence rates to the driving parameter…

math.PR2025

$I^\pm$ -scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed LÃ©vy noise beyond Lipschitz continuity

Jingwei Chen

This paper develops an $I^\pm$ -parametrized framework for analyzing the strong convergence of the stochastic theta (ST) method for stochastic differential equations driven by time-cha…

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations

I^±-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed LÃ©vy noise beyond Lipschitz continuity

$I^\pm$ -scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed LÃ©vy noise beyond Lipschitz continuity