Li, Tiejun, (1974-)

Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods. Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations. Stochastic analysis. Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chains. Statistical mechanics, structure of matter -- Instructional exposition (textbooks, tutorial papers, etc.). Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.). Probability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equations. Statistics -- Applications -- Applications to biology and medical sciences. Statistics -- Applications -- Applications to physics. Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Random number generation.