The following pages link to Xiao-Jie Wang (Q286856):
Displaying 50 items.
- Strong convergence of three-step iteration methods for a countable family of generalized strict pseudocontractions in Hilbert spaces (Q286857) (← links)
- (Q342927) (redirect page) (← links)
- An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise (Q342928) (← links)
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise (Q494235) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps (Q988965) (← links)
- Predicting the structural evolution of networks by applying multivariate time series (Q1618388) (← links)
- Convergence analysis of contrastive divergence algorithm based on gradient method with errors (Q1665421) (← 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)
- Degree-corrected stochastic block models and reliability in networks (Q1782485) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation (Q2006107) (← 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)
- On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
- General iterative algorithms for mixed equilibrium problems, variational inequalities and fixed point problems (Q2264188) (← links)
- Nonlinear normal modes and primary resonance for permanent magnet synchronous motors with a nonlinear restoring force and an unbalanced magnetic pull (Q2296199) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise (Q2316262) (← links)
- Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119) (← links)
- Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
- Application of BSDE in standard inventory financing loan (Q2403874) (← links)
- B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
- Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
- (Q2917055) (← links)
- (Q2984247) (← links)
- (Q2991040) (← links)
- The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
- (Q3109091) (← links)
- Identifying influential spreaders in complex networks through local effective spreading paths (Q3303063) (← links)
- Flow Analysis and Modeling of Field-Controllable, Electro- and Magneto-Rheological Fluid Dampers (Q3444429) (← links)
- (Q3512121) (← links)
- (Q3571465) (← links)
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703) (← links)
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise (Q4683776) (← links)
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q4916362) (← links)
- MAXIMUM MATCHINGS IN A PSEUDOFRACTAL SCALE-FREE WEB (Q5086261) (← links)
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation (Q5113124) (← links)
- (Q5115254) (← links)
- Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise (Q5176043) (← links)
- Modeling and Using Context (Q5713643) (← links)
