Tonghe Dang
- Longtime behaviors of θ-Euler-Maruyama method for stochastic functional differential equations
2024/04/13 by Chuchu Chen, Chen, Chuchu, Tonghe Dang +5 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Financial Markets and Investment Strategies #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
2024/10/28 by Chuchu Chen, Tonghe Dang, Chen, Chuchu +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and financial applications