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• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises

  Xiao Tang, Aiguo Xiao

  2018-09-17

  47010 3512 Pages:845-878

• An Explicit Method for the Coupled Forward Backward Stochastic Differential Equations

  Xiao Tang, Jie Xiong

  2025-09-29

  7078 321 Pages:1682-1714

• Simulations of Two-Step Maruyama Methods for Nonlinear Stochastic Delay Differential Equations

  Wanrong Cao, Zhongqiang Zhang

  2021-07-01

  42806 4227 Pages:821-832

• Strong Converge Order of the General One-Step Method for Neutral Stochastic Delay Differential Equations under a Global Monotone Condition

  Chao Yue, Haoyong Zhuang, Longbin Zhao

  2025-09-29

  7064 326 Pages:1654-1681

• A Stochastic Collocation Method for Delay Differential Equations with Random Input

  Tao Zhou

  2014-06-01

  53774 4664 Pages:403-418 Open-access

• The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations

  Shanshan Xu, Lin Wang, Wenqiang Wang

  2023-04-11

  38654 3251 Pages:852-879

• A Truncated-Type Explicit Numerical Method for the Stochastic Allen-Cahn Equation

  Weijun Zhan, Qian Guo

  2024-12-02

  14288 1201 Pages:295-314

• Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies

  Michelle Muniz, Matthias Ehrhardt, Michael Günther, Renate Winkler

  2022-01-24

  41041 3252 Pages:528-538

• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations

  Quan Zhou, Yabing Sun

  2021-11-17

  50052 4034 Pages:1293-1317

• Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion

  Mengjie Wang, Xinjie Dai, Aiguo Xiao

  2021-11-18

  49601 4404 Pages:202-217

• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations

  Ying Liu, Yabing Sun, Weidong Zhao

  2020-04-10

  50070 3411 Pages:643-663

• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates

  Xu Yang, Weidong Zhao

  2021-07-01

  48017 4172 Pages:1457-1480

• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients

  Xiaotong Li, Juan Liao, Wei Liu, Zhuo Xing

  2023-02-24

  40246 3397 Pages:651-683

• Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations

  Xu Wang, Weidong Zhao

  2023-02-24

  39068 3407 Pages:737-768

• Fitted Finite Volume Method of Three Transboundary Pollution in Three Gorges Reservoir Area of Chongqing City with Emission Permits Trading by Cooperative Stochastic Differential Game

  Zuliang Lu, Shuhua Zhang, Lin Li, Longzhou Cao, Yin Yang

  2018-09-17

  44715 3052 Pages:690-709

• Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps

  Xu Yang, Weidong Zhao

  2021-07-01

  45288 4066 Pages:1004-1022

• High-Efficiency Explicit Multistep Schemes for Coupled Second-Order FBSDEs

  Bo Li, Weidong Zhao

  2026-02-01

  4624 381 Pages:322-347