Zhencheng Fan

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

The <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si25.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>th moment stability for the stochastic pantograph equation

Zhencheng Fan, Minghui Song, Mingzhu Liu · Journal of Computational and Applied Mathematics · 2009 · 55 citations

Math Xmlns, Engineering, Stochastic Dynamical System +5