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A note on Euler method for the overdamped generalized Langevin equation with fractional noise

Xinjie Dai and Aiguo Xiao
Applied Mathematics Letters 111 106669 (2021)
DOI: 10.1016/j.aml.2020.106669
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Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method

Xinjie Dai and Aiguo Xiao
Advances in Computational Mathematics 46 (2) (2020)
DOI: 10.1007/s10444-020-09780-4
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