Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. - Qian Guo 002; Wei Liu 039; Xuerong Mao; Weijun Zhan (Int. J. Comput. Math., 2018)

The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations. - Weijun Zhan; Yan Gao; Qian Guo 002; Xiaofeng Yao (Appl. Math. Comput., 2019)

An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo 002 (CoRR, 2022)

Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo 002 (Int. J. Comput. Math., 2023)

An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo 002 (Commun. Nonlinear Sci. Numer. Simul., 2024)

The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations. - Weijun Zhan; Yuyuan Li (Adv. Comput. Math., 2024)