The improved split-step backward Euler method for stochastic differential delay equations. - Xiaojie Wang 007; Siqing Gan (Int. J. Comput. Math., 2011)

Compensated stochastic theta methods for stochastic differential delay equations with jumps. - Qiyong Li; Siqing Gan; Xiaojie Wang 007 (Int. J. Comput. Math., 2013)

Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. - Lin Hu; Siqing Gan; Xiaojie Wang 007 (J. Comput. Appl. Math., 2013)

A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise. - Xiaojie Wang 007; Siqing Gan (Numer. Algorithms, 2013)

A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise. - Xiaojie Wang 007; Ruisheng Qi (Appl. Math. Lett., 2015)

Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation. - Fengze Jiang; Chengming Huang; Xiaojie Wang 007 (Comput. Math. Appl., 2015)

An Exponential Integrator Scheme for Time Discretization of Nonlinear Stochastic Wave Equation. - Xiaojie Wang 007 (J. Sci. Comput., 2015)

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise. - Rikard Anton; David Cohen; Stig Larsson 001; Xiaojie Wang 007 (SIAM J. Numer. Anal., 2016)

A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models. - Xu Yang; Xiaojie Wang 007 (Numer. Algorithms, 2017)

Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations. - Martin Hutzenthaler; Arnulf Jentzen; Xiaojie Wang 007 (Math. Comput., 2018)

Optimal Error Estimates of Galerkin Finite Element Methods for Stochastic Allen-Cahn Equation with Additive Noise. - Ruisheng Qi; Xiaojie Wang 007 (J. Sci. Comput., 2019)

First order strong convergence of an explicit scheme for the stochastic SIS epidemic model. - Lin Chen 014; Siqing Gan; Xiaojie Wang 007 (J. Comput. Appl. Math., 2021)

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise. - Meng Cai; Siqing Gan; Xiaojie Wang 007 (J. Sci. Comput., 2021)

On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps. - Yuying Zhao; Xiaojie Wang 007; Mengchao Wang (Numer. Algorithms, 2021)

Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients. - Xiaojie Wang 007 (Adv. Comput. Math., 2023)

Correction: Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients. - Xiaojie Wang 007 (Adv. Comput. Math., 2023)

Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs. - Yujia Guo; Xiaojie Wang 007; Yue Wu (CoRR, 2023)

On one-step numerical schemes of weak convergence for SDEs with super-linear coefficients. - Yuying Zhao; Xiaojie Wang 007; Zhongqiang Zhang (CoRR, 2024)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients. - Yujia Guo; Xiaojie Wang 007; Yue Wu (CoRR, 2024)

Strong Convergence Rates for a Full Discretization of Stochastic Wave Equation with Nonlinear Damping. - Meng Cai; David Cohen; Xiaojie Wang 007 (J. Sci. Comput., 2025)