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Weng, Lihui

  1. Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
    2018/01/27 by Jiang, Yanan, Liu, Wei, Weng, Lihui · 3 citations
    #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
  2. Invariant measures of the Milstein method for stochastic differential equations with commutative noise
    2018/04/26 by Weng, Lihui, Liu, Wei · 1 citation
    #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)