Cai, Yongmei; Guo, Qian; Mao, Xuerong Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence. (English) Zbl 1518.65011 Calcolo 60, No. 2, Paper No. 24, 21 p. (2023). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{Y. Cai} et al., Calcolo 60, No. 2, Paper No. 24, 21 p. (2023; Zbl 1518.65011) Full Text: DOI
Cai, Yongmei; Hu, Junhao; Mao, Xuerong Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term. (English) Zbl 1512.60034 Appl. Numer. Math. 182, 100-116 (2022). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{Y. Cai} et al., Appl. Numer. Math. 182, 100--116 (2022; Zbl 1512.60034) Full Text: DOI
Gao, Shuaibin; Hu, Junhao Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. (English) Zbl 1486.65008 Adv. Difference Equ. 2020, Paper No. 688, 37 p. (2020). MSC: 65C30 60H35 34K50 34F05 PDFBibTeX XMLCite \textit{S. Gao} and \textit{J. Hu}, Adv. Difference Equ. 2020, Paper No. 688, 37 p. (2020; Zbl 1486.65008) Full Text: DOI
Yuan, Haiyan; Song, Cheng Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump. (English) Zbl 1495.65013 Chaos Solitons Fractals 140, Article ID 110172, 19 p. (2020). MSC: 65C30 60H10 60H35 65L20 65L06 PDFBibTeX XMLCite \textit{H. Yuan} and \textit{C. Song}, Chaos Solitons Fractals 140, Article ID 110172, 19 p. (2020; Zbl 1495.65013) Full Text: DOI
Wang, Xiaojie; Wu, Jiayi; Dong, Bozhang Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition. (English) Zbl 1469.65033 BIT 60, No. 3, 759-790 (2020). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{X. Wang} et al., BIT 60, No. 3, 759--790 (2020; Zbl 1469.65033) Full Text: DOI
Anderson, David F.; Yuan, Chaojie Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions. (English) Zbl 1422.92065 Bull. Math. Biol. 81, No. 8, 2902-2930 (2019). MSC: 92C45 92C37 65C05 PDFBibTeX XMLCite \textit{D. F. Anderson} and \textit{C. Yuan}, Bull. Math. Biol. 81, No. 8, 2902--2930 (2019; Zbl 1422.92065) Full Text: DOI arXiv
Guo, Qian; Liu, Wei; Mao, Xuerong; Zhan, Weijun Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. (English) Zbl 1499.65011 Int. J. Comput. Math. 95, No. 9, 1715-1726 (2018). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{Q. Guo} et al., Int. J. Comput. Math. 95, No. 9, 1715--1726 (2018; Zbl 1499.65011) Full Text: DOI arXiv
Chowdhary, Kenny; Safta, Cosmin; Najm, Habib N. Enhancing statistical moment calculations for stochastic Galerkin solutions with Monte Carlo techniques. (English) Zbl 1416.65016 J. Comput. Phys. 374, 1017-1030 (2018). MSC: 65C05 65C30 65N75 35R60 PDFBibTeX XMLCite \textit{K. Chowdhary} et al., J. Comput. Phys. 374, 1017--1030 (2018; Zbl 1416.65016) Full Text: DOI Link
Anderson, David F.; Higham, Desmond J.; Sun, Yu Computational complexity analysis for Monte Carlo approximations of classically scaled population processes. (English) Zbl 1401.60130 Multiscale Model. Simul. 16, No. 3, 1206-1226 (2018). MSC: 60H35 65C05 92C40 PDFBibTeX XMLCite \textit{D. F. Anderson} et al., Multiscale Model. Simul. 16, No. 3, 1206--1226 (2018; Zbl 1401.60130) Full Text: DOI arXiv