Weijun Zhan

Available identifiers

Publication	Date of Publication	Type
The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations	2024-05-02	Paper
Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient	2024-02-13	Paper
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion	2024-01-23	Paper
The truncated Milstein method for super-linear stochastic differential equations with Markovian switching	2022-10-25	Paper
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion	2022-09-09	Paper
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise	2022-07-15	Paper
Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations	2022-02-10	Paper
The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching	2020-05-27	Paper
The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations	2019-11-25	Paper
A note on convergence and stability of the truncated Milstein method for stochastic differential equations	2018-09-16	Paper
The Partially Truncated Euler-Maruyama Method for super-linear Stochastic Delay Differential Equations with variable delay and Markovian switching	2018-04-19	Paper

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