Xiaojie Wang

According to our database, Xiaojie Wang authored at least 16 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Correction: Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients.

Xiaojie Wang

Adv. Comput. Math., 2023

Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients.

Xiaojie Wang

Adv. Comput. Math., 2023

2021

On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps.

Yuying Zhao, Xiaojie Wang, Mengchao Wang

Numer. Algorithms, 2021

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise.

Meng Cai, Siqing Gan, Xiaojie Wang

J. Sci. Comput., 2021

First order strong convergence of an explicit scheme for the stochastic SIS epidemic model.

Lin Chen, Siqing Gan, Xiaojie Wang

J. Comput. Appl. Math., 2021

2019

Optimal Error Estimates of Galerkin Finite Element Methods for Stochastic Allen-Cahn Equation with Additive Noise.

Ruisheng Qi, Xiaojie Wang

J. Sci. Comput., 2019

2018

Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations.

Martin Hutzenthaler, Arnulf Jentzen, Xiaojie Wang

Math. Comput., 2018

2017

A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models.

Xu Yang, Xiaojie Wang

Numer. Algorithms, 2017

2016

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise.

Rikard Anton, David Cohen, Stig Larsson, Xiaojie Wang

SIAM J. Numer. Anal., 2016

2015

An Exponential Integrator Scheme for Time Discretization of Nonlinear Stochastic Wave Equation.

Xiaojie Wang

J. Sci. Comput., 2015

Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation.

Fengze Jiang, Chengming Huang, Xiaojie Wang

Comput. Math. Appl., 2015

A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise.

Xiaojie Wang, Ruisheng Qi

Appl. Math. Lett., 2015

2013

A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise.

Xiaojie Wang, Siqing Gan

Numer. Algorithms, 2013

Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations.

Lin Hu, Siqing Gan, Xiaojie Wang

J. Comput. Appl. Math., 2013

Compensated stochastic theta methods for stochastic differential delay equations with jumps.

Qiyong Li, Siqing Gan, Xiaojie Wang

Int. J. Comput. Math., 2013

2011

The improved split-step backward Euler method for stochastic differential delay equations.

Xiaojie Wang, Siqing Gan

Int. J. Comput. Math., 2011