Weijun Zhan

MaRDI QIDQ2008400zbMATH OpenFDO

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
Strong convergence rates for fully discrete scheme for stochastic convolution equation by fractional Brownian motion with <i>H </i> ∈ (0,1) International Journal of Computer Mathematics	2026-04-17	Paper
The exponential integrability properties and strong convergence rate of an explicit Euler's method for highly nonlinear stochastic differential equations Journal of Difference Equations and Applications	2025-04-07	Paper
A truncated-type explicit numerical method for the stochastic Allen-Cahn equation Advances in Applied Mathematics and Mechanics	2025-01-30	Paper
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 (available as arXiv preprint)	2018-04-19	Paper

Research outcomes over time

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