Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. - Ziheng Chen 004; Siqing Gan (J. Comput. Appl. Math., 2020)

Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions. - Ziyi Lei; Siqing Gan; Ziheng Chen 004 (J. Comput. Appl. Math., 2023)

Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise. - Ziheng Chen 004; Jiao Liu; Anxin Wu (CoRR, 2025)

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions. - Jingjing Cai; Ziheng Chen 004; Yuanling Niu (Numer. Algorithms, 2025)

Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions. - Ziheng Chen 004; Liangmin Cao; Lin Chen (Numer. Algorithms, 2025)