Numerical Analysis of Stochastic Differential Equations

   1. Y. L. Lu, M. H. Song, M. Z. Liu. Convergence and Stability of the Split-Step Theta Method for Stochastic Differential Equations with Piecewise Continuous Arguments, J. Comput. Appl. Math. 2017, 317: 55-71. 2. Y. L. Lu, M. H. Song, M. Z. Liu. Strong Convergence Rate and Stability of the Compensated Split-Step Theta Method for Stochastic Differential Equations with Piecewise Continuous Arguments Driven by Poisson Random Measure, J. Comput. Appl. Math. 2018, 340: 296-317. 3. M. H. Song, Y. L. Lu, M. Z. Liu. Convergence of the Tamed Euler Scheme for Stochastic Differential Equations with Piecewise Continuous Arguments under Non-Lipschitz Continuous Coefficients, Numer. Funct. Anal. Optim. 2018, 39(5): 517-536. 4. Y. L. Lu, M. H. Song, M. Z. Liu. Strong Convergence Rate and Stability of the Split-Step Theta Method for Stochastic Differential Equations with Piecewise Continuous Arguments, Discrete Contin. Dyn. Syst. Ser. B. 2019, 24(2): 695-717.