Concepedia
Statistics
Publications
8
Citations
368
H-Index
Active since
2003
Affiliations
Southeast University(Current)
Harbin Institute of Technology
Brown University
Wanrong Cao is an author at Southeast University specializing in stochastic calculus, engineering, and numerical analysis.
Top concepts
Stochastic CalculusEngineeringNumerical AnalysisStabilityNumerical MethodsStochastic AnalysisApproximation TheoryStochastic Differential EquationsBrownian MotionNumerical Simulation
Publications per year
2003–2020
Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
Ming-Zhu Liu, Wanrong Cao, Zhencheng Fan · Journal of Computational and Applied Mathematics · 2004 · 106 citations
Time Delay System, Semi-implicit Method, Stochastic Dynamical System +3
Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
Zhencheng Fan, Ming-Zhu Liu, Wanrong Cao · Journal of Mathematical Analysis and Applications · 2006 · 83 citations
Numerical Analysis, Stochastic Pantograph Equations, Semi-implicit Euler Methods +5
MS-stability of the Euler–Maruyama method for stochastic differential delay equations
Wanrong Cao, Ming-Zhu Liu, Zhencheng Fan · Applied Mathematics and Computation · 2003 · 60 citations
Time Delay System, Engineering, Stochastic Calculus +6
Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
Wanrong Cao, Zhongqiang Zhang, George Em Karniadakis · SIAM Journal on Scientific Computing · 2015 · 44 citations
Numerical Analysis, Time Delay System, Engineering +11
Split-step θ-method for stochastic delay differential equations
Wanrong Cao, Peng Hao, Zhongqiang Zhang · Applied Numerical Mathematics · 2013 · 23 citations
Numerical Analysis, Stochastic System, Stochastic Calculus +2
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