3 citations · 4 across the 4 of their papers we have counts for
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math.NA2018★ 3 cited
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…
math.NA2018★ 1 cited
The Partially Truncated Euler-Maruyama Method for super-linear Stochastic Delay Differential Equations with variable delay and Markovian switching
Yuhao Cong, Weijun Zhan, Qian Guo
A class of super-linear stochastic delay differential equations (SDDEs) with variable delay and Markovian switching is considered. The main aim of this paper is to develop the part…