Siqing Gan
Orcid: 0000-0001-6421-8832
According to our database1,
Siqing Gan
authored at least 40 papers
between 2001 and 2025.
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Bibliography
2025
An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence.
Commun. Nonlinear Sci. Numer. Simul., 2025
2024
Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model.
CoRR, 2024
2023
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps.
Numer. Algorithms, September, 2023
Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model.
J. Comput. Appl. Math., May, 2023
Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions.
J. Comput. Appl. Math., 2023
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations.
CoRR, 2023
2022
Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient.
CoRR, 2022
2021
Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise.
J. Sci. Comput., 2021
First order strong convergence of an explicit scheme for the stochastic SIS epidemic model.
J. Comput. Appl. Math., 2021
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise.
CoRR, 2021
2020
Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients.
J. Comput. Appl. Math., 2020
2019
Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise.
CoRR, 2019
Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity.
Appl. Math. Comput., 2019
2018
Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs.
Appl. Math. Comput., 2018
2016
Int. J. Comput. Math., 2016
2015
An error corrected Euler-Maruyama method for stiff stochastic differential equations.
Appl. Math. Comput., 2015
2014
Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise.
SIAM J. Sci. Comput., 2014
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations.
J. Comput. Appl. Math., 2014
2013
A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise.
Numer. Algorithms, 2013
Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations.
J. Comput. Appl. Math., 2013
Compensated stochastic theta methods for stochastic differential delay equations with jumps.
Int. J. Comput. Math., 2013
Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps.
Appl. Math. Comput., 2013
2012
Delay-dependent stability analysis of numerical methods for stochastic delay differential equations.
J. Comput. Appl. Math., 2012
2011
The improved split-step backward Euler method for stochastic differential delay equations.
Int. J. Comput. Math., 2011
Convergence and stability of the balanced methods for stochastic differential equations with jumps.
Int. J. Comput. Math., 2011
IEICE Electron. Express, 2011
2010
Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters.
J. Frankl. Inst., 2010
Proceedings of the Third International Symposium on Parallel Architectures, 2010
Proceedings of the Advances in Data Mining. Applications and Theoretical Aspects, 2010
2009
Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations.
Math. Comput. Simul., 2009
Appl. Math. Comput., 2009
2008
Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equations.
Comput. Math. Appl., 2008
Mean square convergence of one-step methods for neutral stochastic differential delay equations.
Appl. Math. Comput., 2008
2006
Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations.
Math. Comput. Model., 2006
Comput. Math. Appl., 2006
2004
Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations.
Appl. Math. Lett., 2004
2001
Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems.
Computing, 2001