collaborators

1 paper

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…