29 citations · 89 across the 17 of their papers we have counts for
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Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
Chenxu Pang, Xiaojie Wang, Yue Wu
This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. Fo…
On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
Paweł Przybyłowicz, Yue Wu, Xinheng Xie
We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carathéodory-type drift coefficients. Moreover, we also…
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…
Score-based Transport Modeling for Mean-Field Fokker-Planck Equations
Jianfeng Lu, Yue Wu, Yang Xiang
We use the score-based transport modeling method to solve the mean-field Fokker-Planck equations, which we call MSBTM. We establish an upper bound on the time derivative of the Kul…