Rong-Xian Yue

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Rong-Xian Yue trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Xuerong Mao

Papers from Rong-Xian Yue's perspective

Ordered by how strongly the researchers Rong-Xian Yue trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Proceedings of the Royal Society A)
  2. The truncated Euler-Maruyama method for stochastic differential equations (Journal of Computational and Applied Mathematics)
  3. Multilevel Monte Carlo Path Simulation (Operational Research)
  4. Stability of a stochastic SIR system
  5. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
  6. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
  7. Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
  8. Some New Results of Nonautonomous Lotka–Volterra Competitive Systems with Delays☆☆☆
  9. Stochastic differential equations
  10. Is the Short Rate Drift Actually Nonlinear

Their papers