My research interest includes stochastic differential equations and their numerical approximations,stochastic partial differential equations and stochastic control.
| arXiv | | Li, Xiaotong; Liu, Wei; Tang, Tianjiao; Truncated Euler-Maruyama method for time-changed stochastic differential equations with super-linear state variables and Holder's continuous time variables, arXiv:2110.02819 | | Deng, Chang-Song; Liu, Wei; Nane, Erkan; Pathwise blowup of space-time fractional SPDEs, arXiv.2022.11564 | Liu, Wei; Wang Yudong; Strong convergence in the infinite horizon of numerical methods for stochastic differential equations, arXiv:2307.05039
| | Liu, Wei; Wu Ruoxue; Zuo Ruchun; A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations, arXiv:2308.13999 | | Li, Xiaotong; Liu, Wei; Tian, Hongjiong; The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of Lévy processes, arXiv:2212.14311 |
| 2023 | 35. Deng, Chang-Song; Liu, Wei; Nane, Erkan; Finite time blowup in L2 sense of solutions to SPDEs with Bernstein functions of the Laplacian, Potential Analysis, 2023, 59(2), 565-588.
| | 34. Li, Xiaotong; Liu, Wei; Wang, Yudong; Wu, Ruoxue; Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients, Applied Mathematics Letters, 2023, 139, no. 108543. | | 33. Li, Xiaotong; Liao, Juan; Liu, Wei; Xing, Zhuo; Convergence and stability of an explicit method for autonomous time-changed stochastic differential equations with super-linear coefficients, accepted, Advances in Applied Mathematics and Mechanics, 2023, 15, 651-683 | | 32. Liu, Wei; Mao, Xuerong; Wu, Yue; The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients, accepted, Applied Numerical Mathematics, 2023, 184, 137-150. | | 2022 | | 31. Li, Xiaoyue; Liu, Wei; Luo, Qi; Mao, Xuerong; Stabilisation in Distribution of Hybrid Stochastic Differential Equations by Feedback Control based on Discrete-Time State Observations, Automatica, 2022, 140, no. 110210. | | 30. Liao, Juan; Liu, Wei; Wang, Xiaoyan; Truncated Milstein method for non-autonomous stochastic differential equations and its modification, Journal of Computational and Applied Mathematics, 2022, 402, no. 113817. | | 2021 | 29.Liu, Wei; Polynomial stability of highly non-linear time-changed stochastic differential equations, Applied Mathematics Letters, 2021, 199, no. 107233.
| | 28. Li, Xiaoyue; Liu, Wei; Mao, Xuerong; Zhao, Junsheng; Stabilization and destabilization of hybrid systems by periodic stochastic controls, Systems & Control Letters, 2021, 152, no. 104929. | | 27. Bao, Zhenyu; Tang, Jingwen; Shen, Yan; Liu, Wei; Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods, Statistics & Probability Letters, 2021, 168, no. 108952. | | 2020 | | 26. Deng, Chang-Song; Liu, Wei; Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations, BIT Numerical Mathematics, 2020, 60(4): 1133-1151. | | 25. 刘暐，毛学荣，随机方程的截断方法综述，安徽工程大学学报, 2020年第1期, 1-11+95. | | 24. Jiang, Yanan; Weng, Lihui; Liu, Wei; Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations, Numerical Algorithms, 2020, 83(4): 1531-1553. | | 23. Hu, Junhao; Liu, Wei; Deng, Feiqi; Mao, Xuerong; Advances in stabilization of hybrid stochastic differential equations by delay feedback control, SIAM Journal on Control and Optimization, 2020, 58(2): 735-754. | | 22. Liu, Wei; Mao, Xuerong; Tang, Jingwen; Wu, Yue; Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations, Applied Numerical Mathematics, 2020, 153: 66-81. | 2019
| | 21. Weng, Lihui; Liu, Wei; Invariant measures of the Milstein method for stochastic differential equations with commutative noise, Applied Mathematics and Computation, 2019, 358: 169-176. | | 20. Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong; The truncated EM method for stochastic differential equations with Poisson jumps, Journal of Computational and Applied Mathematics, 2019, 355: 232-257. | | 19. Foondun, Mohammud; Liu, Wei; Nane, Erkan; Some non-existence results for a class of stochastic partial differential equations, Journal of Differential Equations, 2019, 266(5): 2575-2596. | | 2018 | | 18. Jiang, Yanan; Huang, Zequan; Liu, Wei; Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients, Advances in Difference Equations, 2018, 355: 1-15. | | 17. Guo, Qian; Liu, Wei; Mao, Xuerong; Zhan, Weijun; Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations, International Journal of Computer Mathematics, 2018, 95(9): 1715-1726. | | 16. Guo, Qian; Liu, Wei; Mao, Xuerong; A note on the partially truncated Euler-Maruyama method, Applied Numerical Mathematics, 2018, 130: 157-170. | | 15. Guo, Qian; Liu, Wei; Mao, Xuerong; Yue, Rongxian; The truncated Milstein method for stochastic differential equations with commutative noise, Journal of Computational and Applied Mathematics，2018，338: 298-310. |
| 2017 | | 14. Foondun, Mohammud; Liu, Wei; Omaba, McSylvester; Moment bounds for a class of fractional stochastic heat equations，Annals of Probability, 2017, 45(4): 2131-2153. | | 13. Liu, Wei; Mao, Xuerong; Almost sure stability of the Euler–Maruyama method with random variable stepsize for stochastic differential equations，Numerical Algorithms，2017，74(2): 573-592. | | 12. Guo, Qian; Liu, Wei; Mao, Xuerong; Yue, Rongxian; The partially truncated Euler–Maruyama method and its stability and boundedness，Applied Numerical Mathematics，2017，115: 235-251. | | 11. Liu, Wei; Tian, Kuanhou; Foondun, Mohammud; On Some Properties of a Class of Fractional Stochastic Heat Equations，Journal of Theoretical Probability, 2017, 30: 1310-1333. |
| 2016 | | 10. Qiu, Qinwei; Liu, Wei; Hu, Liangjian; Mao, Xuerong; You, Surong; Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay, Statistics & Probability Letters, 2016, 115: 16-26. | | 9. 邱亲伟，刘暐，胡良剑，陆见秋，在离散观测和反馈延迟下的混杂随机系统镇定，控制理论与应用，2016，33(8)：1023-1030. |
| 2015 | | 8. Liu, Wei; Mao, Xuerong; Numerical stationary distribution and its convergence for nonlinear stochastic differential equations，Journal of Computational and Applied Mathematics，2015，276: 16-29. | | 7. You, Surong; Liu, Wei; Lu, Jianqiu; Mao, Xuerong; Qiu, Qinwei; Stabilization of hybrid systems by feedback control based on discrete-time state observationsd, SIAM Journal on Control and Optimization，2015，53(2)： 905-925. | | 6. Xu, Zhiying; Liu, Wei; Li, Yan; Hu, Junhao; Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays, Advances in Difference Equations, 2015, 105: 1-14. |
| 2014 | | 5. Liu, Wei; Foondun, Mohammud; Mao, Xuerong; Mean square polynomial stability of numerical solutions to a class of stochastic differential equations, Statistics & Probability Letters, 2014, 92: 173-182. | | 4. Qiu, Qinwei; Liu, Wei; Hu, Liangjian; Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations, Advances in Difference Equations, 2014, 310: 1-14. | | 3. Mao, Xuerong; Liu Wei; Hu, Liangjian; Luo, Qi; Lu, Jianqiu; Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations，Systems & Control Letters，2014，73： 88-95. |
| 2013 | | 2. Liu, Wei; Mao, Xuerong; Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations, Applied Mathematics and Computation, 2013, 223: 389-400. | | 1. Liu, Wei; Mao, Xuerong; Asymptotic moment boundedness of the numerical solutions of stochastic differential equations, Journal of Computational and Applied Mathematics，2013，251: 22-32. |
| 项目（主持） | | 9. 2022.6 - 2025.5 | 上海市“科技创新行动计划”启明星项目（A类）（22QA1406900） | 8. 2021.5 - 2024.4
| 上海师范大学国家自然科学基金培育计划（SK202134）
| 7. 2021.1 - 2021.12
| 上海师范大学本科教学改革项目-《随机模型与计算》全英文课程 | | 6. 2019.1 - 2019.12 | 上海师范大学一流研究生教育项目-全英文课程建设项目 | 5. 2018.1 - 2020.12
| 国家自然科学基金青年基金（11701378）
| | 4. 2017.1 - 2019.12 | 上海市晨光计划（16CG50） | | 3. 2016.7 - 2018.6 | 上海市浦江人才计划（16PJ1408000） | | 2. 2016.1 - 2017.12 | 上海师范大学一般科研项目（SK201603） | | 1. 2016.1 - 2017.12 | 上海高校青年教师培养资助计划 | 项目（参与）
| | 3. 2020.10 - 2023.9 | 上海市“科技创新行动计划”基础研究领域项目 (20JC1414200) | | 2. 2020.1 - 2023.12 | 国家自然科学基金面上基金（11971316） | 1. 2019.1 - 2022.12
| 国家自然科学基金面上基金（11871343） |
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Taught Modules: 2021 - 2022 1st semester: Probability and Mathematical Statistics (for the third year students) Quantitative Finance (for the third year students) 2nd semester: Mathematical Statistics (for the second year students)
Applied Stochastic Processes (for the second year students)
2020 - 2021 1st semester: Probability and Mathematical Statistics (for the third year students) Quantitative Finance (for the third year students) 2nd semester: Applied Stochastic Processes (for the second year students)
2019 - 2020 1st semester: Calculus I, four lectures per week (for the first year students) Probability and Mathematical Statistics (for the third year students) 2nd semester: Calculus II, four lectures per week (for the first year students) Applied Stochastic Processes (for the second year students)
2018 - 2019 1st semester: Calculus I, four lectures per week (for the first year students) 2nd semester: Calculus II, four lectures per week (for the first year students)
2017 - 2018 1st semester: Calculus I, four lectures per week (for the first year students) Probability and Mathematical Statistics (for the third year students) Linear Algebra (for the first year students) 2nd semester: Calculus II, four lectures per week (for the first year students)
2016 - 2017 1st semester: Calculus I, six lectures per week (for the first year students) 2nd semester: Calculus II, six lectures per week (for the first year students)
2015 - 2016
2nd semester: Probability and Mathematical Statistics, (for the second year students)
Master students: By research Yanan Jiang (2016-2019) Lihui Weng (2016-2019) Zhenyu Bao (2017-2020) Jingwen Tang (2017-2021) Xiaotong Li (2019-2021)
Juan Liao (2019-2022)
Zhuo Xing (2019-2022) Ruoxue Wu (2021-current) Yudong Wang (2021-current)
By taught Fang Wang (2017-2019) Yu Wang (2017-2019) Zhaodi Fang (2018-2020) Xinyi Zhang (2018-2020) Bingxin Zhang (2019-2021)
ijing Miao (2020-2022) Siyao Zhou (2020-2022) Yan Fang (2021-current) Ling Fang (2021-current) Pengcheng Zheng (2021-current)
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