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Xiao Tang

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Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises

Journal Article

Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises

Advances in Applied Mathematics and Mechanics, Vol. 10 (2018), Iss. 4 : pp. 845–878

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A Class of Efficient Multistep Methods for Forward Backward Stochastic Differential Equations

Journal Article

A Class of Efficient Multistep Methods for Forward Backward Stochastic Differential Equations

Numerical Mathematics: Theory, Methods and Applications, Vol. 17 (2024), Iss. 4 : pp. 904–932

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Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

Journal Article

Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

Journal of Computational Mathematics, Vol. 43 (2025), Iss. 4 : pp. 840–865

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