Work

Parameter-Related Strong Convergence Rate of the Backward Euler–Maruyama Method for Time-Changed Stochastic Differential Equations

Year: 2025

Type: article

Source: Fluctuation and Noise Letters

DOI: 10.1142/s0219477525500361

Authors: Wei Liu, Meng Wang, Ruchun Zuo

Institution: Shanghai Normal University

Language: English

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Shanghai Rising-Star Program

Awards: G2437853413, G8139024941

OpenAlex ID: W4408057201

FWCI: 1.071

Cites: 14

Cited by: 1

Related to: 10