2 papers
math.NA2026
1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
Shuai Wang, Yuanling Niu, Ying Zhang
This paper investigates the strong convergence properties of two Euler-type methods for a class of time-changed stochastic differential equations (TCSDEs) with super-linearly growi…
math.NA2025
Stochastic theta methods for free stochastic differential equations
Yuanling Niu, Jiaxin Wei, Zhi Yin +1
We introduce free probability analogues of the stochastic theta methods for free stochastic differential equations in this work. Assume that the drift coefficient of the free stoch…