Xuerong Mao

1. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
   2002/01/01 by Desmond J. Higham, Xuerong Mao, Andrew M. Stuart · 32 citations
   Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Numerical methods for differential equations #Advanced Numerical Methods in Computational Mathematics
2. Environmental Brownian noise suppresses explosions in population dynamics
   2002/01/01 by Xuerong Mao, Glenn Marion, Eric Renshaw · 5 citations
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Nonlinear Dynamics and Pattern Formation #Stochastic processes and statistical mechanics
3. Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
   2012/04/09 by Xuerong Mao, Mao, Xuerong, Łukasz Szpruch +1 · 4 citations
   Economics, Econometrics and Finance · Social Sciences · Decision Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Risk and Portfolio Optimization
4. The truncated Euler–Maruyama method for stochastic differential equations
   2015/12/01 by Xuerong Mao · 4 citations
5. Convergence, Non-negativity and Stability of a New Milstein Scheme with\n Applications to Finance
   2012/04/07 by Desmond J. Higham, Xuerong Mao, Higham, Desmond J. +3 · 3 citations
   Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Mathematics #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Numerical Analysis (math.NA) #Stochastic processes and financial applications
6. Stability of stochastic differential equations with Markovian switching
   1999/01/01 by Xuerong Mao · 1 citation
7. Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations
   2016/04/01 by Xuerong Mao · 1 citation
8. The truncated EM method for stochastic differential equations with Poisson jumps
   2018/05/29 by Shounian Deng, Weiyin Fei, Deng, Shounian +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
9. An explicit approximation for super-linear stochastic functional differential equations
   2022/08/22 by Xiaoyue Li, Xuerong Mao, Li, Xiaoyue +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Stochastic processes and financial applications #demographic modeling and climate adaptation
10. Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
    2024/10/08 by Shounian Deng, Fei Chen, Deng, Shounian +5 · 1 citation
    Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications