| Publication | Date of Publication | Type |
|---|
Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
Journal of Computational Mathematics | 2024-10-09 | Paper |
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations
Journal of Computational and Applied Mathematics | 2023-09-15 | Paper |
| Mean square exponential stability of numerical methods for stochastic differential delay equations | 2023-06-21 | Paper |
Strong convergence of the Euler-Maruyama method for nonlinear stochastic Volterra integral equations with time-dependent delay
Journal of Computational Mathematics | 2022-05-27 | Paper |
Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations
Applied Numerical Mathematics | 2021-12-09 | Paper |
pth moment (p (0, 1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations
Statistics & Probability Letters | 2020-04-29 | Paper |
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching
Frontiers of Mathematics in China | 2019-11-18 | Paper |
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations
Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
Journal of Computational and Applied Mathematics | 2018-11-16 | Paper |
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations
Journal of Computational and Applied Mathematics | 2018-06-12 | Paper |
Strong convergence rates of modified truncated EM method for stochastic differential equations
Journal of Computational and Applied Mathematics | 2018-01-12 | Paper |
| Exponential stability of modified truncated EM method for stochastic differential equations | 2017-04-11 | Paper |
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients
Frontiers of Mathematics in China | 2015-01-29 | Paper |
| The explicit solution and precise distribution of CKLS model under Girsanov transform | 2014-10-09 | Paper |
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
Stochastic Processes and their Applications | 2014-10-06 | Paper |
| Stochastic continuity, irreducibility and non confluence for SDEs with jumps | 2014-07-07 | Paper |
| Polynomial and exponential stability of $\theta$-EM approximations to a class of stochastic differential equations | 2014-07-06 | Paper |
| Large deviation principle of SDEs with non-Lipschitzian coefficients under localized conditions | 2014-04-05 | Paper |
| Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition | 2014-04-04 | Paper |
| Stochastic monotonicity and positive correlations of a type of particle systems on Polish spaces | 2010-02-12 | Paper |
| Pathwise uniqueness and non-explosion of SDEs with non-Lipschitzian coefficients | 2010-02-12 | Paper |
(Quasi-)regular Dirichlet forms for particle systems on Polish spaces
Frontiers of Mathematics in China | 2008-03-14 | Paper |
