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Zhan, Weijun

  1. The Partially Truncated Euler-Maruyama Method for super-linear Stochastic Delay Differential Equations with variable delay and Markovian switching
    2018/04/19 by Yuhao Cong, Cong, Yuhao, Weijun Zhan +3 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications