The following pages link to Wei Liu (Q286448):
Displaying 34 items.
- Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay (Q286449) (← links)
- (Q307359) (redirect page) (← links)
- Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360) (← links)
- (Q458163) (redirect page) (← links)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations (Q464610) (← links)
- (Q509649) (redirect page) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
- Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays (Q738758) (← links)
- Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods (Q826698) (← links)
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
- On some properties of a class of fractional stochastic heat equations (Q1692234) (← links)
- Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- A note on the partially truncated Euler-Maruyama method (Q1748428) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations (Q2125495) (← links)
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Polynomial stability of highly non-linear time-changed stochastic differential equations (Q2233281) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
- Stabilization and destabilization of hybrid systems by periodic stochastic controls (Q2243023) (← links)
- Mean square polynomial stability of numerical solutions to a class of stochastic differential equations (Q2251704) (← links)
- Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
- Moment bounds for a class of fractional stochastic heat equations (Q2406559) (← links)
- Some non-existence results for a class of stochastic partial differential equations (Q2423261) (← links)
- The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
- Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
- Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366) (← links)
- (Q2983880) (← links)
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
- Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian (Q6115026) (← links)
