Xiaojie Wang

Affiliations:
  • Central South University, School of Mathematics and Statistics, Changsha, China


According to our database1, Xiaojie Wang authored at least 19 papers between 2011 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients.
CoRR, 2024

On one-step numerical schemes of weak convergence for SDEs with super-linear coefficients.
CoRR, 2024

2023
Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs.
CoRR, 2023

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

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

2021
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps.
Numer. Algorithms, 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

2019
Optimal Error Estimates of Galerkin Finite Element Methods for Stochastic Allen-Cahn Equation with Additive Noise.
J. Sci. Comput., 2019

2018
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations.
Math. Comput., 2018

2017
A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models.
Numer. Algorithms, 2017

2016
Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise.
SIAM J. Numer. Anal., 2016

2015
An Exponential Integrator Scheme for Time Discretization of Nonlinear Stochastic Wave Equation.
J. Sci. Comput., 2015

Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation.
Comput. Math. Appl., 2015

A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise.
Appl. Math. Lett., 2015

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

2011
The improved split-step backward Euler method for stochastic differential delay equations.
Int. J. Comput. Math., 2011


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