- [1]Meng Cai, Siqing Gan, Yaozhong Hu.Weak convergence of the backward Euler method for stochastic Cahn–Hilliard equation with additive noise[J].Applied Numerical Mathematics, 2023, 188: 1-20.
- [2]Lei Ziyi, Gan Siqing, Liu Jing.First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps[J].Numerical Algorithms, 2022
- [3]Chen Lin, Gan Siqing, Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model[J].Journal of Computational and Applied Mathematics, 2022
- [4]Lei Ziyi, Gan Siqing, Chen Ziheng.Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions[J].Journal of Computational and Applied Mathematics, 2023, 419
- [5]Wu Xiaojuan, Gan Siqing, Convergence rates of split-step theta methods for SDEs with non-globally Lipschitz diffusion coefficients.East Asian Journal on Applied Mathematics, 2023, 13 (1) : 59-75.
- [6]Wu Xiaojuan, Gan Siqing, Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients.Applied Numerical Mathematics, 2022, 180: 16–32.
- [7]Cai Meng, Gan Siqing, Wang Xiaojie.Weak approximations of stochastic partial differential equations with fractional noise.Journal of Computational Mathematics
- [8]Sun Geng, Gan Siqing, Liu Hongyu, Shang Zaijiu.Symmetric-adjoint and symplectic-adjoint Runge-Kutta methods and their applications[J].Numerical Mathematics: Theory, Methods and Applications, 2022, 15: 304-335.
- [9]Chen Lin, Gan Siqing, Wang Xiaojie.First order strong convergence of an explicit scheme for the stochastic SIS epidemic model.Journal of Computational and Applied Mathematics, 2021, 392: 113482.
- [10]Cai Meng, Gan Siqing, Wang Xiaojie.Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen–Cahn Equation with Additive Noise.Journal of Scientific Computing, 2021, 86
- [11]Chen Ziheng, Gan Siqing, Wang Xiaojie.A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations[J].Applied Numerical Mathematics, 2020, 157: 135–158.
- [12]Chen Ziheng, Gan Siqing.Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients[J].J. Comput. Appl. Math., 2020, 363 (1) : 350-369.
- [13]Chen Ziheng, Gan Siqing, Wang Xiaojie.Mean-square approximations of Levy noise driven SDEs with super-linearly growing diffusion and jump coefficients[J].DCDS-B, 2019, 24 (8) : 4513-4545.
- [14]Gan Siqing, He Youzi, Wang Xiaojie.Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients[J].Applied Numerical Mathematics, 2020, 152: 379-402.
- [15]Khan Feroz, Gan Siqing.Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity[J].Applied Mathematics and Computation, 2019, 353: 114-133.
- [16]Yao Jinran, Gan Siqing.Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs[J].Applied Mathematics and Computation, 2018, 339: 294-301.
- [17]Gan Siqing, Yao Jinran.Dissipativity of θ-methods for nonlinear delay differential equations[J].Numer. Math. Theor. Meth. Appl., 2018, 11 (3) : 477-490.
- [18]Hu Jinhao, Gan Siqing.High order method for Black–Scholes PDE[J].Computers and Mathematics with Applications, 2018, 75 (7) : 2259-2270.
- [19]Xu Da, Gan Siqing, Chen Hongbin.A fractional trapezoidal rule type difference scheme for fractional order integro-differential equation[J].Journal of Fractional Calculus and Applications, 2016, 7 (1) : 133-146.
- [20]Xu Da & Liu Qiwen, Gan Siqing, Chen Hongbin.A second-order BDF compact difference scheme for fractional-order Volterra equation[J].International Journal of Computer Mathematics, 2015, 93: 1140-1154.