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Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：19/0  |  提交时间：2020/05/24
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：45/0  |  提交时间：2020/06/30
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：48/0  |  提交时间：2020/01/10
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
A backward Euler difference scheme for the integro-differential equations with the multi-term kernels 期刊论文
International Journal of Computer Mathematics, 2019
作者:  Hu, Shufang;  Qiu, Wenlin;  Chen, Hongbin
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/28
Adaptive finite element method for parabolic equations with Dirac measure 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2018, 卷号: 328, 页码: 217-241
作者:  Gong, Wei;  Liu, Huipo;  Yan, Ningning
收藏  |  浏览/下载：22/0  |  提交时间：2018/07/25
A decoupled scheme with leap-frog multi-time step for non-stationary Stokes-Darcy system 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2018, 卷号: 95, 页码: 361-381
作者:  Li, Rui;  Chen, Jie;  Chen, Zhangxin;  Gao, Yali
收藏  |  浏览/下载：12/0  |  提交时间：2019/11/19
A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS 期刊论文
计算数学：英文版, 2018, 期号: 02
作者:  Jie Yang[1];  Guannan Zhang[2];  Weidong Zhao[3]
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/11
A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2018, 卷号: 36, 期号: 2, 页码: 237-258
作者:  Yang, Jie;  Zhang, Guannan;  Zhao, Weidong
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
A backward Euler alternating direction implicit difference scheme for the three‐dimensional fractional evolution equation 期刊论文
Numerical Methods for Partial Differential Equations, 2018, 卷号: 34, 期号: 3, 页码: 938-958
作者:  Chen, Hongbin*;  Xu, Da;  Cao, Jiliang;  Zhou, Jun
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/28

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