Xiao-Juan Wu

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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!

PublicationDate of PublicationType
Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model
(available as arXiv preprint)
N/APaper
Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients
Journal of Computational and Applied Mathematics
2026-09-08Paper
An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence
Communications in Nonlinear Science and Numerical Simulation
2024-12-05Paper
Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients
East Asian Journal on Applied Mathematics
2023-07-05Paper
Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients
Applied Numerical Mathematics
2022-07-15Paper
Congruences on the Bell polynomials and the derangement polynomials
Journal of Number Theory
2013-02-28Paper
The largest singletons of set partitions
European Journal of Combinatorics
2011-03-04Paper
Model-based gait representation via spatial point reconstruction
Journal of Shanghai Jiaotong University (Science)
2009-06-30Paper
SOFC temperature evaluation based on an adaptive fuzzy controller
Journal of Zhejiang University. Science A
2008-07-08Paper


Research outcomes over time


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