Higher order numerical methods for SDEs without globally monotone coefficients

Documenti analoghi

• Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
  di: Dai, Lei, et al.
  Pubblicazione: (2023)
• Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
  di: Wu, Xiaoming, et al.
  Pubblicazione: (2024)
• Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
  di: Jiang, Yingsong, et al.
  Pubblicazione: (2025)
• A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
  di: Guo, Yujia, et al.
  Pubblicazione: (2024)
• An explicit splitting SAV scheme for the kinetic Langevin dynamics
  di: Dai, Lei, et al.
  Pubblicazione: (2025)