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06/24/2023
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
We study a class of stochastic semilinear damped wave equations driven b...
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05/10/2022
Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient
In this paper, we consider scalar stochastic differential equations (SDE...
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11/16/2021
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise
The aim of this study is the weak convergence rate of a temporal and spa...
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10/29/2021
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps
For Ait-Sahalia-type interest rate model with Poisson jumps, we are inte...
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11/21/2019