| Publication | Date of Publication | Type |
|---|
Implicit semi-tamed Euler method for highly nonlinear stochastic differential equations
Mathematica Numerica Sinica | 2025-10-15 | Paper |
Implicit partially truncated Euler-Maruyama method for highly nonlinear stochastic differential equations
Mathematica Numerica Sinica | 2025-04-01 | Paper |
Zero-stability of waveform relaxation methods for ordinary differential equations
Electronic Research Archive | 2022-04-20 | Paper |
| scientific article; zbMATH DE number 7266423 (Why is no real title available?) | 2020-10-27 | Paper |
| Stability of waveform relaxation methods based on linear multistep methods | 2020-10-27 | Paper |
| scientific article; zbMATH DE number 7234389 (Why is no real title available?) | 2020-08-12 | Paper |
Convergence of numerical solutions to stochastic differential equations with Markovian switching
Applied Mathematics and Computation | 2019-04-29 | Paper |
Convergence of discrete time waveform relaxation methods
Numerical Algorithms | 2019-02-07 | Paper |
Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems
Applied Mathematics and Computation | 2018-08-21 | Paper |
| Convergence of numerical solutions to stochastic delay differential equations with Markovian swithing under non-Lipschitz conditions | 2018-07-18 | Paper |
| Euler methods with different step-sizes for different equations for stochastic differential equations | 2014-06-30 | Paper |
SOR waveform relaxation methods for stochastic differential equations
Applied Mathematics and Computation | 2014-01-31 | Paper |
Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions
Mathematica Numerica Sinica | 2012-06-01 | Paper |
A waveform relaxation method for stochastic pantograph equations
Journal of Fuzhou University. Natural Science Edition | 2012-06-01 | Paper |
| Almost sure convergence of the discrete waveform relaxation method for linear stochastic differential equations | 2012-01-27 | Paper |
Waveform relaxation method for stochastic differential equations with constant delay
Applied Numerical Mathematics | 2011-01-21 | Paper |
Discrete time waveform relaxation method for stochastic delay differential equations
Applied Mathematics and Computation | 2011-01-14 | Paper |
| Existence and uniqueness of the solution for a class of stochastic differential equations with time- and state-dependent delays | 2010-11-05 | Paper |
| Full implicit Euler method for stochastic delay differential equations | 2010-07-08 | Paper |
| Stability of stochastic differential equations with unbounded delay | 2010-07-08 | Paper |
The \(\alpha \)th moment stability for the stochastic pantograph equation
Journal of Computational and Applied Mathematics | 2009-10-09 | Paper |
| scientific article; zbMATH DE number 5584876 (Why is no real title available?) | 2009-07-22 | Paper |
| The asymptotically mean square stability of the linear stochastic pantograph equation | 2008-04-04 | Paper |
Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
MS-stability of the Euler--Maruyama method for stochastic differential delay equations
Applied Mathematics and Computation | 2005-01-17 | Paper |
Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
Journal of Computational and Applied Mathematics | 2004-08-10 | Paper |
