Xinjie Dai

Available identifiers

zbMath Open dai.xinjieMaRDI QIDQ1986534

List of research outcomes

Publication	Date of Publication	Type
A positivity preserving Milstein-type method for stochastic differential equations with positive solutions	2024-07-15	Paper
A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations	2023-11-16	Paper
Error analysis of numerical methods on graded meshes for stochastic Volterra equations	2023-08-31	Paper
Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method	2023-07-03	Paper
Fast $\theta$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis	2023-03-31	Paper
Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation	2022-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q5038019	2022-09-29	Paper
Superconvergence of discontinuous Galerkin method for neutral delay differential equations	2022-02-18	Paper
Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion	2022-02-16	Paper
https://portal.mardi4nfdi.de/entity/Q5128197	2020-10-27	Paper
A note on Euler method for the overdamped generalized Langevin equation with fractional noise	2020-10-08	Paper
Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method	2020-04-08	Paper
Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods	2020-01-22	Paper
Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations	2019-06-20	Paper
Stability analysis of discontinuous Galerkin method for stiff Volterra functional differential equations	2019-05-10	Paper

Research outcomes over time

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