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01/16/2022
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
The strong convergence rate of the Euler scheme for SDEs driven by addit...
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03/22/2021
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions
We combine the rough path theory and stochastic backward error analysis ...
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07/05/2020
Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion
In this paper, we consider the strong convergence order of the exponenti...
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07/05/2019