Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients. - Chenxu Pang; Xiaojie Wang (CoRR, 2023)

Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients. - Chenxu Pang; Xiaojie Wang; Yue Wu (J. Complex., 2024)

Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting. - Chenxu Pang; Xiaojie Wang; Yue Wu (J. Comput. Phys., 2025)