2 papers
math.PR2025
Inversions of stochastic processes from ergodic measures of Nonlinear SDEs
Hongyu Liu, Zhihui Liu
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic o…
math.NA2025
Numerical Unique Ergodicity of Monotone SDEs driven by Nondegenerate Multiplicative Noise
Zhihui Liu, Zhizhou Liu
We first establish the unique ergodicity of the stochastic theta method (STM) with for monotone SODEs, without growth restriction on the coefficients, driven by no…