Wei Liu

Available identifiers

zbMath Open liu.weiMaRDI QIDQ286448

List of research outcomes

Publication	Date of Publication	Type
Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian	2023-08-15	Paper
Strong convergence in the infinite horizon of numerical methods for stochastic differential equations	2023-07-11	Paper
Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients	2023-04-26	Paper
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients	2023-01-23	Paper
The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of L\'evy processes	2022-12-29	Paper
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients	2022-12-09	Paper
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients	2022-06-20	Paper
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations	2022-04-14	Paper
Pathwise Blowup of space-time fractional SPDEs	2022-02-23	Paper
Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations	2022-02-10	Paper
Stabilization and destabilization of hybrid systems by periodic stochastic controls	2021-11-10	Paper
Truncated Milstein method for non-autonomous stochastic differential equations and its modification	2021-10-28	Paper
Polynomial stability of highly non-linear time-changed stochastic differential equations	2021-10-15	Paper
Truncated Euler-Maruyama method for time-changed stochastic differential equations with super-linear state variables and H\"older's continuous time variables	2021-10-06	Paper
Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods	2021-01-06	Paper
Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations	2020-12-16	Paper
Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations	2020-04-22	Paper
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations	2020-04-07	Paper
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control	2020-03-11	Paper
Finite Time Blowup of Solutions to SPDEs with Bernstein Functions of the Laplacian	2020-01-01	Paper
Invariant measures of the Milstein method for stochastic differential equations with commutative noise	2019-12-12	Paper
Some non-existence results for a class of stochastic partial differential equations	2019-06-21	Paper
The truncated EM method for stochastic differential equations with Poisson jumps	2019-06-20	Paper
Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients	2019-01-29	Paper
Strong convergence rate of Euler-Maruyama method for stochastic differential equations with H\"older continuous drift coefficient driven by symmetric $\alpha$-stable process	2019-01-25	Paper
A note on convergence and stability of the truncated Milstein method for stochastic differential equations	2018-09-16	Paper
A note on the partially truncated Euler-Maruyama method	2018-05-11	Paper
The truncated Milstein method for stochastic differential equations with commutative noise	2018-04-16	Paper
On some properties of a class of fractional stochastic heat equations	2018-01-26	Paper
Moment bounds for a class of fractional stochastic heat equations	2017-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q2983880	2017-05-17	Paper
The partially truncated Euler-Maruyama method and its stability and boundedness	2017-02-24	Paper
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations	2017-02-17	Paper
Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays	2016-09-05	Paper
Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations	2016-09-01	Paper
Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay	2016-05-20	Paper
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations	2016-01-25	Paper
Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations	2015-06-02	Paper
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations	2014-10-27	Paper
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations	2014-10-07	Paper
Mean square polynomial stability of numerical solutions to a class of stochastic differential equations	2014-07-15	Paper
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations	2014-06-06	Paper

Research outcomes over time

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