Wei Liu

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 13

Top Topics

Brownian Motion

Stochastic Differential Equations

Monte Carlo Methods

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Syst. Control. Lett.

Numer. Algorithms

Publications

Xiaotong Li, Wei Liu, Yudong Wang, Ruoxue Wu
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients. Appl. Math. Lett. 139 (2023)
Wei Liu, Xuerong Mao, Yue Wu
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients. CoRR (2022)
Xiaoyue Li, Wei Liu, Qi Luo, Xuerong Mao
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Autom. 140 (2022)
Xiaoyue Li, Wei Liu, Xuerong Mao, Junsheng Zhao
Stabilization and destabilization of hybrid systems by periodic stochastic controls. Syst. Control. Lett. 152 (2021)
Yanan Jiang, Lihui Weng, Wei Liu
Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations. Numer. Algorithms 83 (4) (2020)
Junhao Hu, Wei Liu, Feiqi Deng, Xuerong Mao
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control. SIAM J. Control. Optim. 58 (2) (2020)
Lihui Weng, Wei Liu
Invariant measures of the Milstein method for stochastic differential equations with commutative noise. Appl. Math. Comput. 358 (2019)
Shounian Deng, Weiyin Fei, Wei Liu, Xuerong Mao
The truncated EM method for stochastic differential equations with Poisson jumps. J. Comput. Appl. Math. 355 (2019)
Qian Guo, Wei Liu, Xuerong Mao, Rong-Xian Yue
The truncated Milstein method for stochastic differential equations with commutative noise. J. Comput. Appl. Math. 338 (2018)
Qian Guo, Wei Liu, Xuerong Mao, Weijun Zhan
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. Int. J. Comput. Math. 95 (9) (2018)
Wei Liu, Xuerong Mao
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations. Numer. Algorithms 74 (2) (2017)
Wei Liu, Xuerong Mao
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations. J. Comput. Appl. Math. 276 (2015)
Surong You, Wei Liu, Jianqiu Lu, Xuerong Mao, Qinwei Qiu
Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations. SIAM J. Control. Optim. 53 (2) (2015)
Xuerong Mao, Wei Liu, Liangjian Hu, Qi Luo, Jianqiu Lu
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Syst. Control. Lett. 73 (2014)
Wei Liu, Xuerong Mao
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations. Appl. Math. Comput. 223 (2013)
Wei Liu, Xuerong Mao
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations. J. Comput. Appl. Math. 251 (2013)