| Publication | Date of Publication | Type |
|---|
| A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations | 2023-08-27 | Paper |
| 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 |
