Wei Zhang

Strong convergence of the partially truncated Euler–Maruyama method for a class of stochastic differential delay equations

Wei Zhang, Minghui Song, M.Z. Liu · Journal of Computational and Applied Mathematics · 2017 · 43 citations

Numerical Analysis, Time Delay System, Engineering +9

A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations

Weidong Zhao, Wei Zhang, Lili Ju · Communications in Computational Physics · 2013 · 38 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Error Estimates +11

Theoretical and numerical analysis of the Euler–Maruyama method for generalized stochastic Volterra integro-differential equations

Wei Zhang, Hui Liang, Jianfang Gao · Journal of Computational and Applied Mathematics · 2019 · 22 citations

Numerical Analysis, Multivariate Stochastic Volatility, Engineering +8

On the time to ruin and the deficit at ruin in a risk model with double-sided jumps

Xiaoyu Xing, Wei Zhang, Yiming Jiang · Statistics & Probability Letters · 2008 · 21 citations

Dynamic Economic Model, Economics, Risk Model +9

The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes

Xiaoyu Xing, Wei Zhang, Yongjin Wang · Journal of Applied Probability · 2009 · 18 citations

Engineering, Physics, Natural Sciences +12