Weidong Zhao
Results
Journal Article
Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations
Advances in Applied Mathematics and Mechanics, Vol. 15 (2023), Iss. 3 : pp. 737–768
Journal Article
ODE-Based Multistep Schemes for Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications, Vol. 16 (2023), Iss. 4 : pp. 1053–1086
Journal Article
Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications, Vol. 17 (2024), Iss. 2 : pp. 463–493
Journal Article
An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps
Numerical Mathematics: Theory, Methods and Applications, Vol. 17 (2024), Iss. 1 : pp. 243–274
Journal Article
Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations
International Journal of Numerical Analysis and Modeling, Vol. 21 (2024), Iss. 2 : pp. 268–294
Journal Article
Stochastic Runge-Kutta Methods for Preserving Maximum Bound Principle of Semilinear Parabolic Equations. Part I: Gaussian Quadrature Rule
CSIAM Transactions on Applied Mathematics, Vol. 5 (2024), Iss. 2 : pp. 390–420
Journal Article
Optimal Error Estimates of a Discontinuous Galerkin Method for Stochastic Allen-Cahn Equation Driven by Multiplicative Noise
Communications in Computational Physics, Vol. 36 (2024), Iss. 1 : pp. 133–159
Journal Article
One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations
Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 4 : pp. 1213–1230
Journal Article
Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs
Numerical Mathematics: Theory, Methods and Applications, Vol. 13 (2020), Iss. 2 : pp. 296–319
Journal Article
Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 4 : pp. 1085–1109
Journal Article
Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps
Journal of Computational Mathematics, Vol. 35 (2017), Iss. 2 : pp. 213–244
Journal Article
A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 3 : pp. 643–663