29 citations · 89 across the 17 of their papers we have counts for
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math.NA2018★ 1 cited
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
Wei Liu, Xuerong Mao, Jingwen Tang +1
The truncated Euler-Maruyama (EM) method is proposed to approximate a class of non-autonomous stochastic differential equations (SDEs) with the Hölder continuity in the temporal va…
math.NA2018★ 9 cited
A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
Raphael Kruse, Yue Wu
In this paper the numerical solution of non-autonomous semilinear stochastic evolution equations driven by an additive Wiener noise is investigated. We introduce a novel fully disc…