The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations - Weijun Zhan; Yuyuan Li (Adv. Comput. Math., 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., 2024)

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)

An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo (CoRR, 2022)

The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations - Weijun Zhan; Yan Gao; Qian Guo; Xiaofeng Yao (Appl. Math. Comput., 2019)

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)