Weijun Zhan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations Advances in Computational Mathematics	2024-05-02	Paper
Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient International Journal of Computer Mathematics	2024-02-13	Paper
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion Communications in Nonlinear Science and Numerical Simulation	2024-01-23	Paper
The truncated Milstein method for super-linear stochastic differential equations with Markovian switching Discrete and Continuous Dynamical Systems. Series B	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 Acta Applicandae Mathematicae	2022-07-15	Paper
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations International Journal of Computer Mathematics	2022-02-10	Paper
The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching International Journal of Computational Methods	2020-05-27	Paper
The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations Applied Mathematics and Computation	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

Research outcomes over time

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