29 citations · 89 across the 17 of their papers we have counts for
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Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs
Yujia Guo, Xiaojie Wang, Yue Wu
In this paper, we revisit the backward Euler method for numerical approximations of random periodic solutions of semilinear SDEs with additive noise. Improved -estimates of…
Random periodic solutions for stochastic differential equations with non-uniform dissipativity
Jianhai Bao, Yue Wu
This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be u…
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
Yue Wu, Chenggui Yuan
In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a converg…
The random periodic solution of a stochastic differential equation with a monotone drift and its numerical approximation
Yue Wu
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monot…
Moments of quantum Lévy areas using sticky shuffle Hopf algebras
Robin Hudson, Uwe Schauz, Yue Wu
We study a family of quantum analogs of Lévy's stochastic area for planar Brownian motion depending on a variance parameter which deform to the classical Lévy area as $σ\…