- [1]Chen Lin, Wang Xiaojie, Gan Siqing, First order strong convergence of an explicit scheme for the stochastic SIS epidemic model: Journal of Computational and Applied Mathematics, 2021, 392: 113482
- [2]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
- [3]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
- [4]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
- [5]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
- [6]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
- [7]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
- [8]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
- [9]Gan Siqing, Yao Jinran, Dissipativity of θ-methods for nonlinear delay differential equations [J]: Numer. Math. Theor. Meth. Appl., 2018, 11 (3) : 477-490
- [10]Hu Jinhao, Gan Siqing, High order method for Black–Scholes PDE [J]: Computers and Mathematics with Applications, 2018, 75 (7) : 2259-2270
- [11]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
- [12]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
- [13]Yin Zhengwei, Gan Siqing, An improved Milstein method for stiff stochastic differential equations [J]: Advances in Difference Equations, 2015
- [14]Sun Xianming, Gan Siqing, Vanmaele Michèle, Analytical approximation for distorted expectations [J]: Statistics & Probability Letters, 2015, 107: 246-252
- [15]Wang Xiaojie, Gan Siqing, Wang Desheng, θ-Maruyama methods for nonlinear stochastic differential delay equations [J]: Applied Numerical Mathematics, 2015, 98: 38-58
- [16]Gan Siqing, Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space [J]: Advances in Difference Equations, 2015
- [17]Yin Zhengwei, Gan Siqing, Chebyshev spectral collocation method for stochastic delay differential equations [J]: Advances in Difference Equations, 2015
- [18]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
- [19]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
- [20]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