Weijun Zhan

According to our database, Weijun Zhan authored at least 6 papers between 2018 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations.

Weijun Zhan, Yuyuan Li

Adv. Comput. Math., June, 2024

An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

Commun. Nonlinear Sci. Numer. Simul., March, 2024

2023

Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

Int. J. Comput. Math., 2023

2022

An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

CoRR, 2022

2019

The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations.

Weijun Zhan, Yan Gao, Qian Guo, Xiaofeng Yao

Appl. Math. Comput., 2019

2018

Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations.

Qian Guo, Wei Liu, Xuerong Mao, Weijun Zhan

Int. J. Comput. Math., 2018