187 citations · 727 across the 42 of their papers we have counts for
6 papers · 1 filter
A note on convergence and stability of the truncated Milstein method for stochastic differential equations
Weijun Zhan, Yanan Jiang, Wei Liu
Some new techniques are employed to release significantly the requirements on the step size of the truncated Milstein method, which was originally developed in Guo, Liu, Mao and Yu…
Some inequalities for interval-valued functions on time scales
Dafang Zhao, Guoju Ye, Wei Liu +1
We introduce the interval Darboux delta integral (shortly, the -integral) and the interval Riemann delta integral (shortly, the -integral) for interval-valued funct…
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
Wei Liu, Michael Röckner, Xiaobin Sun +1
This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz…
Stochastic 3D Leray- Model with Fractional Dissipation
Shihu Li, Wei Liu, Yingchao Xie
In this paper, we establish the global well-posedness of stochastic 3D Leray- model with general fractional dissipation driven by multiplicative noise. This model is the stochas…
Invariant measures of the Milstein method for stochastic differential equations with commutative noise
Lihui Weng, Wei Liu
In this paper, the Milstein method is used to approximate invariant measures of stochastic differential equations with commutative noise. The decay rate of the transition probabili…
Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
Yanan Jiang, Wei Liu, Lihui Weng
The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different…