中南大学 gansiqing

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甘四清

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[21]Yin Zhengwei, Gan Siqing.An improved Milstein method for stiff stochastic differential equations[J].Advances in Difference Equations, 2015
[22]Sun Xianming, Gan Siqing, Vanmaele Michèle.Analytical approximation for distorted expectations[J].Statistics & Probability Letters, 2015, 107: 246-252.
[23]Wang Xiaojie, Gan Siqing, Wang Desheng.θ-Maruyama methods for nonlinear stochastic differential delay equations[J].Applied Numerical Mathematics, 2015, 98: 38-58.
[24]Gan Siqing.Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space[J].Advances in Difference Equations, 2015
[25]Yin Zhengwei, Gan Siqing.Chebyshev spectral collocation method for stochastic delay differential equations[J].Advances in Difference Equations, 2015
[26]Yin Zhengwei, Gan Siqing.An error corrected Euler-Maruyama method for stiff stochastic differential equations[J].Applied Mathematics and Computation, 2015, 256 (1) : 630-641.
[27]Wang Xiaojie, Gan Siqing, Tang Jingtian.Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise[J].SIAM Journal on Scientific Computing, 2014, 36 (6) : 2611-2632.
[28]Gan Siqing, Xiao Aiguo, Wang Desheng.Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations[J].Journal of Computational and Applied Mathematics, 2014, 268: 5-22.
[29]Sun Xianming, Gan Siqing.An Efficient Semi-Analytical Simulation for the Heston Model[J].Computational Economics, 2014, 43 (4) : 433-445.
[30]Hu Lin, Gan Siqing.Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps[J].Applied Mathematics and Computation, 2013, 223: 281-297.
[31]Gan Siqing, Shang Zaijiu, Sun Geng.A class of symplectic partitioned Runge-Kutta methods[J].Applied Mathematics Letters, 2013, 26 (9) : 968-973.
[32]Li Qiyong, Gan Siqing, Wang Xiaojie.Compensated stochastic theta methods for stochastic differential delay equations with jumps[J].International Journal of Computer Mathematics, 2013, 90 (5) : 1057-1071.
[33]李启勇, 甘四清, 张浩敏.随机延迟积分微分方程改进分步向后Euler方法的均方指数稳定性[J].数值计算与计算机应用, 2013, 34 (4) : 241-248.
[34]Wang Xiaojie, Gan Siqing.A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise[J].Numerical Algorithms, 2013, 62 (2) : 193-223.
[35]Wang Xiaojie, Gan Siqing.The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients[J].Journal of Difference Equations and Applications, 2013, 19 (3) : 466-490.
[36]Li Qiyong, Gan Siqing.Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps[J].Abstract and Applied Analysis, 2012: Article ID 831082.
[37]Wang Xiaojie, Gan Siqing.Weak convergence analysis of linear implicit Euler method for semilinear stochastic partial differential equations with additive noise[J].Journal of Mathematical Analysis and Application, 2013, 398 (1) : 151-169.
[38]Hu Lin, Gan Siqing, Wang Xiaojie.Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations[J].Journal of Computational and Applied Mathematics, 2013, 238: 126-143.
[39]Wang Xiaojie, Gan Siqing, Wang Desheng.A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise[J].BIT Numerical Mathematics, 2012, 52 (3) : 741-772.
[40]Huang Chengming, Gan Siqing, Wang Desheng.Delay-dependent stability analysis of numerical methods for stochastic delay differential equations[J].Journal of Computational and Applied Mathematics, 2012, 236 (14) : 3514-3527.

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