3 papers
math.PR2025
Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by -stable Lévy Process
Jianhai Bao, Haitao Wang, Yue Wu +1
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift driven by symmetric -table proce…
math.PR2025
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
Jianhai Bao, Yue Wu
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift. In particular, the drift is assumed…
math.PR2024
The random periodic solutions for McKean-Vlasov stochastic differential equations
Jianhai Bao, Goncalo Dos Reis, Yue Wu
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where t…