443 citations · 1.2k across the 25 of their papers we have counts for
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math.NA2009★ 442 cited
Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden
The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Rec…
math.DS2009★ 2 cited
Synchronization of dissipative dynamical systems driven by non-Gaussian Levy noises
Xianming Liu, Jinqiao Duan, Jicheng Liu +1
Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subje…