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20162023
most citedA randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients

29 citations · 89 across the 17 of their papers we have counts for

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math.PR2023

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…