- [1]Cai Meng, Gan Siqing, Wang Xiaojie.Weak approximations of stochastic partial differential equations with fractional noise.Journal of Computational Mathematics
- [2]Sun Geng, Gan Siqing, Liu Hongyu, Shang Zaijiu.Symmetric-adjoint and symplectic-adjoint Runge-Kutta methods and their applications.Numerical Mathematics: Theory, Methods and Applications, 2022
- [3]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.
- [4]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
- [5]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.
- [6]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.
- [7]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.
- [8]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.
- [9]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.
- [10]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.
- [11]Gan Siqing, Yao Jinran.Dissipativity of θ-methods for nonlinear delay differential equations[J].Numer. Math. Theor. Meth. Appl., 2018, 11 (3) : 477-490.
- [12]Hu Jinhao, Gan Siqing.High order method for Black–Scholes PDE[J].Computers and Mathematics with Applications, 2018, 75 (7) : 2259-2270.
- [13]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.
- [14]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.
- [15]Yin Zhengwei, Gan Siqing.An improved Milstein method for stiff stochastic differential equations[J].Advances in Difference Equations, 2015
- [16]Sun Xianming, Gan Siqing, Vanmaele Michèle.Analytical approximation for distorted expectations[J].Statistics & Probability Letters, 2015, 107: 246-252.
- [17]Wang Xiaojie, Gan Siqing, Wang Desheng.θ-Maruyama methods for nonlinear stochastic differential delay equations[J].Applied Numerical Mathematics, 2015, 98: 38-58.
- [18]Gan Siqing.Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space[J].Advances in Difference Equations, 2015
- [19]Yin Zhengwei, Gan Siqing.Chebyshev spectral collocation method for stochastic delay differential equations[J].Advances in Difference Equations, 2015
- [20]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.