The following pages link to Si-qing Gan (Q1566057):
Displaying 50 items.
- (Q208036) (redirect page) (← links)
- (Q299691) (redirect page) (← links)
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (Q396243) (← links)
- Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps (Q410238) (← links)
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters (Q613367) (← links)
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
- Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equations (Q945139) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
- Dissipativity of \(\theta \)-methods for nonlinear delay differential equations of neutral type (Q1015922) (← links)
- Delay-dependent stability of symmetric schemes in boundary value methods for DDEs (Q1044410) (← links)
- Linear stability of numerical methods for systems of functional differential equations with a proportional delay. (Q1407812) (← links)
- Error of one-leg methods for singular perturbation problems with delays (Q1566058) (← links)
- Convergence of one-leg methods for singular perturbation problems with delays. (Q1609733) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations (Q1758408) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- Chebyshev spectral collocation method for stochastic delay differential equations (Q1794979) (← links)
- Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space (Q1794999) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
- First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
- Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
- Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
- A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119) (← links)
- A class of symplectic partitioned Runge-Kutta methods (Q2339103) (← links)
- Dissipativity of \(\theta\)-methods for nonlinear Volterra delay-integro-differential equations (Q2370697) (← links)
- Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations (Q2390415) (← links)
- Dissipativity of linear \(\theta \)-methods for integro-differential equations (Q2426038) (← links)
- Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations (Q2476697) (← links)
- B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
- Mean square convergence of one-step methods for neutral stochastic differential delay equations (Q2518671) (← links)
- (Q2786057) (← links)
- Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
- (Q2887807) (← links)
- (Q3016669) (← links)
