Weijun Zhan

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 6

Top Topics

Monte Carlo Methods

Stochastic Differential Equations

Top Venues

Int. J. Comput. Math.

Appl. Math. Comput.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. 130 (2024)
Weijun Zhan, Yuyuan Li
The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations. Adv. Comput. Math. 50 (3) (2024)
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. Int. J. Comput. Math. 100 (12) (2023)
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. CoRR (2022)
Weijun Zhan, Yan Gao, Qian Guo, Xiaofeng Yao
The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations. Appl. Math. Comput. 346 (2019)
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)