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Weijun Zhan

Identifiers

  • name variant Weijun Zhan 0.60 · backfill

Papers (3)

  1. A note on convergence and stability of the truncated Milstein method for stochastic differential equations math.NA · 2018 · author #1
  2. The Partially Truncated Euler-Maruyama Method for super-linear Stochastic Delay Differential Equations with variable delay and Markovian switching math.NA · 2018 · author #2
  3. Multi-level Monte Carlo methods with the Truncated Euler-Maruyama Scheme for Stochastic Differential Equations math.NA · 2016 · author #4

Mentions

  • 1809.05993 #1 · arxiv_oai · confidence 0.70 Weijun Zhan
  • 1804.07635 #2 · arxiv_oai · confidence 0.70 Weijun Zhan
  • 1611.07833 #4 · arxiv_oai · confidence 0.70 Weijun Zhan

Frequent Coauthors